+800.7%
GLD vs WULF
+271.8%
+528.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.2% | -9.9% | -1.8% |
| 7D | +0.7% | +21.9% | -21.2% | +0.5% |
| 30D | +0.3% | +4.6% | -4.3% | +0.2% |
| 3M | +0.6% | -30.9% | +31.6% | +0.9% |
| 6M | -15.6% | +29.9% | -45.5% | -15.8% |
| YTD | +0.9% | +55.4% | -54.6% | +0.4% |
| 1Y | +19.4% | +94.1% | -74.7% | +18.6% |
| 3Y | +124.5% | +892.2% | -767.8% | +119.3% |
| 5Y | +138.9% | -26.7% | +165.7% | +132.4% |
| 10Y | +213.3% | +94.0% | +119.3% | +204.9% |
| All | +800.7% | +271.8% | +528.9% | +780.5% |
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