+25.2%
WOLF vs FGI
+29.8%
-4.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.9% | -0.3% | +5.4% |
| 7D | +21.5% | +6.9% | +14.6% | +21.3% |
| 30D | -1.2% | +3.9% | -5.2% | -1.3% |
| 3M | -8.2% | +74.3% | -82.4% | -11.7% |
| 6M | -45.0% | +28.9% | -73.9% | -46.6% |
| YTD | +59.0% | +39.1% | +19.9% | +51.7% |
| 1Y | +59.1% | +49.3% | +9.7% | +44.4% |
| All | +25.2% | +29.8% | -4.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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