-25.1%
GME vs WOLF
+39.8%
-64.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.7% | +10.2% | +2.9% |
| 7D | +6.0% | -6.2% | +12.3% | +6.3% |
| 30D | +8.3% | -16.5% | +24.8% | +9.1% |
| 3M | -9.1% | -42.0% | +33.0% | -7.4% |
| 6M | -16.3% | +51.8% | -68.1% | -22.2% |
| YTD | +1.5% | +44.6% | -43.0% | -6.0% |
| All | -25.1% | +39.8% | -64.9% | -29.4% |
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