+28.3%
WOLF vs GPC
+3.8%
+24.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.8% |
| 7D | +9.7% | +1.2% | +8.5% | +9.8% |
| 30D | +12.5% | +6.0% | +6.6% | +13.5% |
| 3M | -57.7% | +42.6% | -100.3% | -57.3% |
| 6M | +37.7% | +22.8% | +14.9% | +34.0% |
| YTD | +62.8% | +15.5% | +47.4% | +60.6% |
| All | +28.3% | +3.8% | +24.4% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling