-29.6%
GME vs WOLF
+57.5%
-87.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -0.6% |
| 7D | +7.2% | +9.7% | -2.5% | +6.7% |
| 30D | +0.8% | +12.5% | -11.8% | -0.1% |
| 3M | -14.0% | -57.7% | +43.8% | -10.6% |
| 6M | -19.7% | +37.7% | -57.4% | -25.0% |
| YTD | -4.6% | +62.8% | -67.4% | -12.1% |
| All | -29.6% | +57.5% | -87.1% | -34.0% |
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