+38.4%
GS vs WULF
+86.4%
-48.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.2% | -8.4% | -1.3% |
| 7D | +3.4% | +21.9% | -18.5% | +0.7% |
| 30D | +0.2% | +4.6% | -4.4% | -0.8% |
| 3M | -0.3% | -30.9% | +30.6% | +3.2% |
| 6M | +27.4% | +29.9% | -2.5% | +21.5% |
| YTD | +19.6% | +55.4% | -35.8% | +11.6% |
| All | +38.4% | +86.4% | -48.1% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling