+0.3%
GLD vs WOLF
+39.8%
-39.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.8% | -7.9% | +1.3% |
| 7D | +4.9% | +25.3% | -20.3% | +3.3% |
| 30D | -1.3% | -14.7% | +13.4% | -0.7% |
| 3M | -4.8% | -20.5% | +15.8% | -4.1% |
| 6M | -12.5% | -43.9% | +31.4% | -11.0% |
| YTD | -4.2% | +50.0% | -54.3% | -10.2% |
| All | +0.3% | +39.8% | -39.5% | -6.7% |
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