-20.7%
GIS vs WOLF
+51.6%
-72.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.9% |
| 7D | -8.6% | +2.4% | -11.0% | -8.5% |
| 30D | -0.5% | -6.9% | +6.4% | -0.7% |
| 3M | +11.9% | -44.1% | +56.0% | +9.7% |
| 6M | -11.6% | +53.6% | -65.2% | -9.3% |
| YTD | -16.3% | +56.7% | -73.0% | -13.8% |
| All | -20.7% | +51.6% | -72.2% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling