+16.2%
GS vs WOLF
+37.9%
-21.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.7% | +0.9% |
| 7D | +5.9% | +4.4% | +1.5% | +5.4% |
| 30D | +4.3% | +1.0% | +3.3% | +3.8% |
| 3M | -11.7% | -21.2% | +9.5% | -10.7% |
| 6M | -3.2% | -60.3% | +57.2% | +1.0% |
| YTD | +5.8% | +42.6% | -36.8% | -0.6% |
| 1Y | +16.0% | +36.5% | -20.5% | +8.8% |
| All | +16.2% | +37.9% | -21.7% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling