+188.9%
GS vs WULF
-30.0%
+218.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.2% | -8.4% | -0.7% |
| 7D | +3.4% | +21.9% | -18.5% | +2.1% |
| 30D | +0.2% | +4.6% | -4.4% | -0.3% |
| 3M | -0.3% | -30.9% | +30.6% | +1.4% |
| 6M | +27.4% | +29.9% | -2.5% | +24.5% |
| YTD | +19.6% | +55.4% | -35.8% | +15.3% |
| 1Y | +42.5% | +94.1% | -51.7% | +34.9% |
| 3Y | +240.4% | +892.2% | -651.8% | +185.2% |
| 5Y | +188.9% | -26.7% | +215.7% | +134.9% |
| All | +188.9% | -30.0% | +218.9% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling