+96.9%
GLD vs WULF
+1,201.0%
-1,104.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | -4.6% | +11.0% | -15.6% | -4.8% |
| 30D | -5.5% | +9.4% | -14.8% | -5.8% |
| 3M | -10.9% | -22.6% | +11.7% | -10.6% |
| 6M | -17.4% | -45.4% | +28.0% | -16.6% |
| YTD | -10.3% | +9.8% | -20.1% | -10.4% |
| 1Y | -7.2% | +8.0% | -15.2% | -7.3% |
| 3Y | +96.9% | +1,149.5% | -1,052.6% | +91.3% |
| All | +96.9% | +1,201.0% | -1,104.1% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling