+215.0%
GLD vs WULF
+82.7%
+132.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.6% |
| 7D | -2.0% | +1.4% | -3.4% | -2.0% |
| 30D | -1.5% | -2.6% | +1.1% | -1.5% |
| 3M | +3.2% | -34.0% | +37.2% | +3.7% |
| 6M | -16.3% | +10.0% | -26.3% | -16.5% |
| YTD | +0.6% | +45.7% | -45.1% | +0.1% |
| 1Y | +19.1% | +57.3% | -38.2% | +18.3% |
| 3Y | +123.5% | +878.9% | -755.4% | +116.6% |
| 5Y | +138.5% | -28.3% | +166.8% | +129.4% |
| All | +215.0% | +82.7% | +132.3% | +199.6% |
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