-19.4%
GIS vs WOLF
+60.4%
-79.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -1.5% |
| 7D | -8.3% | +9.8% | -18.0% | -7.8% |
| 30D | +2.2% | -12.1% | +14.3% | +1.7% |
| 3M | +15.7% | -47.9% | +63.6% | +13.3% |
| 6M | -12.0% | +74.3% | -86.3% | -9.1% |
| YTD | -15.0% | +65.9% | -80.9% | -12.1% |
| All | -19.4% | +60.4% | -79.8% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling