+12.6%
GTLB vs WOLF
-3.0%
+15.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -9.7% | -14.5% | +4.8% | -9.9% |
| 30D | +1.7% | -32.0% | +33.7% | +0.8% |
| 3M | +43.6% | -15.8% | +59.3% | +43.1% |
| 6M | +113.0% | -36.6% | +149.6% | +104.4% |
| YTD | +39.5% | +30.9% | +8.6% | +34.7% |
| 1Y | +12.6% | +4.1% | +8.6% | +7.4% |
| All | +12.6% | -3.0% | +15.6% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling