+700.9%
GLD vs WULF
+162.7%
+538.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | -4.6% | +11.0% | -15.6% | -4.7% |
| 30D | -5.5% | +9.4% | -14.8% | -5.6% |
| 3M | -10.9% | -22.6% | +11.7% | -10.8% |
| 6M | -17.4% | -45.4% | +28.0% | -17.1% |
| YTD | -10.3% | +9.8% | -20.1% | -10.5% |
| 1Y | -7.2% | +8.0% | -15.2% | -7.4% |
| 3Y | +96.9% | +1,149.5% | -1,052.6% | +92.4% |
| 5Y | +103.8% | -55.6% | +159.3% | +98.8% |
| 10Y | +203.5% | +34.7% | +168.8% | +196.2% |
| All | +700.9% | +162.7% | +538.2% | +685.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling