-7.2%
GLD vs WULF
+3.7%
-10.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.5% |
| 7D | -4.6% | +11.0% | -15.6% | -5.6% |
| 30D | -5.5% | +9.4% | -14.8% | -6.9% |
| 3M | -10.9% | -22.6% | +11.7% | -9.3% |
| 6M | -17.4% | -45.4% | +28.0% | -13.4% |
| YTD | -10.3% | +9.8% | -20.1% | -13.5% |
| 1Y | -7.2% | +8.0% | -15.2% | -11.2% |
| All | -7.2% | +3.7% | -10.9% | -11.2% |
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 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