+296.0%
GDX vs WULF
+82.7%
+213.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.0% |
| 7D | -2.2% | +1.4% | -3.6% | -2.2% |
| 30D | +6.8% | -2.6% | +9.4% | +6.8% |
| 3M | +24.9% | -34.0% | +58.9% | +26.4% |
| 6M | -4.2% | +10.0% | -14.2% | -4.7% |
| YTD | +13.2% | +45.7% | -32.5% | +11.6% |
| 1Y | +40.2% | +57.3% | -17.1% | +37.7% |
| 3Y | +249.6% | +878.9% | -629.4% | +218.7% |
| 5Y | +230.4% | -28.3% | +258.7% | +190.0% |
| All | +296.0% | +82.7% | +213.3% | +269.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling