+140.0%
GLD vs WULF
-29.7%
+169.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.0% |
| 7D | +0.1% | +15.6% | -15.4% | -0.1% |
| 30D | +0.2% | +5.7% | -5.5% | +0.1% |
| 3M | +3.2% | -32.3% | +35.5% | +3.7% |
| 6M | -14.6% | +23.7% | -38.3% | -15.0% |
| YTD | +1.8% | +49.1% | -47.3% | +1.0% |
| 1Y | +20.7% | +66.3% | -45.6% | +19.6% |
| 3Y | +126.5% | +851.7% | -725.2% | +116.6% |
| 5Y | +140.0% | -30.9% | +171.0% | +127.0% |
| All | +140.0% | -29.7% | +169.8% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling