-30.6%
GME vs WOLF
+60.4%
-91.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | +0.4% | +9.8% | -9.3% | 0.0% |
| 30D | -1.4% | -12.1% | +10.7% | -0.9% |
| 3M | -15.1% | -47.9% | +32.7% | -12.9% |
| 6M | -22.5% | +74.3% | -96.8% | -28.3% |
| YTD | -5.9% | +65.9% | -71.8% | -13.4% |
| All | -30.6% | +60.4% | -91.0% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling