+156.5%
GH vs WOLF
+39.8%
+116.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.7% | +5.4% | -1.9% |
| 7D | -1.2% | -6.2% | +5.0% | -1.0% |
| 30D | -3.7% | -16.5% | +12.8% | -3.0% |
| 3M | +21.7% | -42.0% | +63.7% | +22.7% |
| 6M | +75.7% | +51.8% | +23.9% | +75.2% |
| YTD | +55.7% | +44.6% | +11.1% | +55.9% |
| All | +156.5% | +39.8% | +116.7% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling