+5.7%
GLD vs WOLF
+32.2%
-26.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +16.8% | -17.6% | -1.7% |
| 7D | +4.7% | +8.2% | -3.5% | +4.1% |
| 30D | -0.9% | -24.2% | +23.3% | +0.3% |
| 3M | -4.4% | -13.8% | +9.4% | -4.4% |
| 6M | -13.6% | -44.8% | +31.2% | -12.2% |
| YTD | -6.0% | +36.6% | -42.6% | -8.4% |
| 1Y | +1.8% | +27.6% | -25.8% | -0.9% |
| All | +5.7% | +32.2% | -26.5% | +2.3% |
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