+8.6%
GTLB vs WOLF
+29.9%
-21.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.3% | +0.8% |
| 7D | -0.7% | +4.4% | -5.1% | -0.7% |
| 30D | -10.2% | +1.0% | -11.2% | -10.1% |
| 3M | +10.1% | -21.2% | +31.3% | +9.5% |
| 6M | +116.5% | -60.3% | +176.8% | +109.7% |
| YTD | +27.2% | +42.6% | -15.4% | +24.7% |
| 1Y | +8.6% | +36.5% | -28.0% | +6.2% |
| All | +8.6% | +29.9% | -21.3% | +6.2% |
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