+438.8%
GS vs WULF
+34.7%
+404.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.5% |
| 7D | +5.9% | +11.0% | -5.1% | +5.2% |
| 30D | +4.3% | +9.4% | -5.1% | +3.5% |
| 3M | -11.7% | -22.6% | +11.0% | -10.9% |
| 6M | -3.2% | -45.4% | +42.2% | -0.9% |
| YTD | +5.8% | +9.8% | -4.0% | +4.0% |
| 1Y | +16.0% | +8.0% | +8.0% | +13.9% |
| 3Y | +199.8% | +1,149.5% | -949.8% | +156.5% |
| 5Y | +155.5% | -55.6% | +211.1% | +125.8% |
| All | +438.8% | +34.7% | +404.1% | +342.2% |
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