+214.2%
GDX vs WULF
+195.6%
+18.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -0.4% | +7.6% | -7.9% | -0.6% |
| 30D | +18.6% | -8.6% | +27.3% | +18.9% |
| 3M | +14.9% | -37.0% | +51.8% | +16.4% |
| 6M | -6.3% | +7.4% | -13.7% | -6.7% |
| YTD | +15.7% | +43.7% | -28.0% | +14.2% |
| 1Y | +54.8% | +86.1% | -31.3% | +51.4% |
| 3Y | +253.4% | +733.8% | -480.4% | +221.6% |
| 5Y | +219.7% | -33.6% | +253.2% | +188.1% |
| 10Y | +300.2% | +76.1% | +224.1% | +260.0% |
| All | +214.2% | +195.6% | +18.6% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling