+9.8%
GS vs WOLF
+32.2%
-22.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.8% | -17.2% | -1.9% |
| 7D | -3.2% | +8.2% | -11.4% | -4.0% |
| 30D | -2.4% | -24.2% | +21.8% | -0.5% |
| 3M | -15.7% | -13.8% | -2.0% | -15.6% |
| 6M | -6.8% | -44.8% | +38.0% | -5.0% |
| YTD | -0.1% | +36.6% | -36.7% | -5.7% |
| 1Y | +12.1% | +27.6% | -15.5% | +5.6% |
| All | +9.8% | +32.2% | -22.4% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling