+24.8%
GDX vs WULF
-22.8%
+47.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.6% | +15.6% | +10.5% |
| 7D | +0.8% | -12.8% | +13.6% | +3.5% |
| 30D | -3.2% | -20.9% | +17.7% | +1.1% |
| 3M | +8.6% | -38.0% | +46.6% | +18.8% |
| 6M | -1.2% | -47.5% | +46.3% | +10.6% |
| YTD | -1.4% | +1.8% | -3.2% | -5.7% |
| 1Y | +24.8% | -22.1% | +46.8% | +24.0% |
| All | +24.8% | -22.8% | +47.6% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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