-26.7%
GLXY vs WOLF
+51.6%
-78.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.5% | -1.5% | -5.4% |
| 7D | +4.5% | +2.4% | +2.2% | +3.9% |
| 30D | +28.8% | -6.9% | +35.7% | +30.7% |
| 3M | -23.0% | -44.1% | +21.0% | -13.2% |
| 6M | +17.0% | +53.6% | -36.6% | -7.9% |
| YTD | +12.5% | +56.7% | -44.2% | -12.0% |
| All | -26.7% | +51.6% | -78.2% | -39.5% |
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