+0.8%
GLD vs WOLF
+37.9%
-37.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +0.5% |
| 7D | -4.6% | +4.4% | -9.0% | -4.8% |
| 30D | -5.5% | +1.0% | -6.5% | -5.7% |
| 3M | -10.9% | -21.2% | +10.3% | -10.4% |
| 6M | -17.4% | -60.3% | +42.9% | -14.9% |
| YTD | -10.3% | +42.6% | -52.9% | -12.8% |
| 1Y | -7.2% | +36.5% | -43.7% | -9.8% |
| All | +0.8% | +37.9% | -37.1% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling