+3.6%
GPN vs WOLF
+39.8%
-36.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.7% | +9.5% | +1.7% |
| 7D | -3.5% | -6.2% | +2.7% | -3.6% |
| 30D | +3.1% | -16.5% | +19.6% | +3.0% |
| 3M | +42.3% | -42.0% | +84.3% | +42.3% |
| 6M | +20.9% | +51.8% | -30.9% | +19.9% |
| YTD | +15.2% | +44.6% | -29.4% | +14.6% |
| All | +3.6% | +39.8% | -36.2% | +2.9% |
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