+1,796.5%
GS vs WULF
+221.3%
+1,575.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.4% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +1.7% | -8.8% | +10.4% | +1.8% |
| 3M | -11.6% | -22.5% | +10.9% | -11.0% |
| 6M | -1.9% | -46.3% | +44.4% | -0.1% |
| YTD | +5.1% | +9.3% | -4.2% | +3.7% |
| 1Y | +16.4% | -12.2% | +28.6% | +15.6% |
| 3Y | +199.0% | +1,181.6% | -982.7% | +164.4% |
| 5Y | +157.4% | -55.4% | +212.8% | +134.4% |
| 10Y | +457.2% | +34.1% | +423.2% | +381.7% |
| All | +1,796.5% | +221.3% | +1,575.2% | +1,528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling