-26.9%
GME vs WOLF
+51.6%
-78.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.5% | +10.8% | +5.6% |
| 7D | +4.8% | +2.4% | +2.5% | +4.7% |
| 30D | +5.9% | -6.9% | +12.7% | +6.0% |
| 3M | -10.7% | -44.1% | +33.3% | -8.8% |
| 6M | -19.8% | +53.6% | -73.4% | -25.4% |
| YTD | -0.9% | +56.7% | -57.6% | -8.6% |
| All | -26.9% | +51.6% | -78.5% | -31.4% |
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 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