-55.2%
GLXY vs WOLF
-3.0%
-52.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.7% | -18.6% | -17.6% |
| 7D | -26.8% | -14.5% | -12.4% | -22.4% |
| 30D | -38.3% | -32.0% | -6.3% | -29.5% |
| 3M | -36.9% | -15.8% | -21.1% | -34.0% |
| 6M | -52.1% | -36.6% | -15.5% | -49.7% |
| YTD | -37.5% | +30.9% | -68.4% | -51.9% |
| 1Y | -55.2% | +4.1% | -59.2% | -63.4% |
| All | -55.2% | -3.0% | -52.2% | -63.4% |
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