-13.8%
GLD vs WULF
+6.9%
-20.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.0% |
| 7D | -0.5% | +7.6% | -8.1% | -1.3% |
| 30D | +4.4% | -8.6% | +13.0% | +5.0% |
| 3M | -1.1% | -37.0% | +35.9% | +3.1% |
| 6M | -13.8% | +7.4% | -21.2% | -15.3% |
| All | -13.8% | +6.9% | -20.6% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling