+30.7%
WOLF vs GPC
+0.8%
+29.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +1.5% |
| 7D | +9.8% | +0.2% | +9.6% | +9.8% |
| 30D | -12.1% | -0.4% | -11.8% | -12.1% |
| 3M | -47.9% | +39.2% | -87.1% | -47.6% |
| 6M | +74.3% | +18.2% | +56.1% | +68.6% |
| YTD | +65.9% | +12.1% | +53.8% | +63.0% |
| All | +30.7% | +0.8% | +29.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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