+12.8%
GNRC vs WOLF
+44.0%
-31.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.4% |
| 7D | -0.2% | -8.6% | +8.4% | +1.3% |
| 30D | -15.7% | -18.3% | +2.5% | -13.0% |
| 3M | -27.3% | -43.1% | +15.7% | -21.4% |
| 6M | -12.1% | +42.4% | -54.5% | -20.3% |
| YTD | +37.1% | +48.9% | -11.8% | +21.6% |
| All | +12.8% | +44.0% | -31.2% | +4.7% |
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