+650.5%
GS vs WULF
+96.0%
+554.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.5% |
| 7D | +2.4% | +15.6% | -13.2% | +1.6% |
| 30D | -0.1% | +5.7% | -5.8% | -0.5% |
| 3M | +0.2% | -32.3% | +32.5% | +1.8% |
| 6M | +24.8% | +23.7% | +1.1% | +22.7% |
| YTD | +18.8% | +49.1% | -30.3% | +15.3% |
| 1Y | +37.3% | +66.3% | -29.0% | +32.0% |
| 3Y | +237.9% | +851.7% | -613.8% | +189.5% |
| 5Y | +187.0% | -30.9% | +218.0% | +149.4% |
| 10Y | +650.5% | +86.9% | +563.6% | +503.0% |
| All | +650.5% | +96.0% | +554.5% | +503.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling