+244.9%
GS vs WULF
+792.4%
-547.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.1% |
| 7D | +0.9% | +7.6% | -6.6% | +0.2% |
| 30D | -1.6% | -8.6% | +7.1% | -1.0% |
| 3M | -4.5% | -37.0% | +32.5% | -1.1% |
| 6M | +20.9% | +7.4% | +13.5% | +18.6% |
| YTD | +19.9% | +43.7% | -23.8% | +14.0% |
| 1Y | +41.4% | +86.1% | -44.7% | +30.3% |
| All | +244.9% | +792.4% | -547.5% | +187.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling