-22.1%
WULF vs GAP
+10.4%
-32.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.0% | -14.6% | -8.0% |
| 7D | -12.8% | +8.0% | -20.8% | -14.1% |
| 30D | -20.9% | +2.7% | -23.6% | -21.3% |
| 3M | -38.0% | +16.0% | -54.1% | -40.3% |
| 6M | -47.5% | +2.0% | -49.5% | -47.1% |
| YTD | +1.8% | -4.4% | +6.2% | +2.6% |
| 1Y | -22.1% | +9.2% | -31.2% | -29.7% |
| All | -22.1% | +10.4% | -32.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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