+86.1%
WULF vs GAP
+1.5%
+84.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +7.6% | -4.5% | +12.0% | +8.5% |
| 30D | -8.6% | +9.0% | -17.7% | -10.8% |
| 3M | -37.0% | +5.0% | -42.0% | -37.5% |
| 6M | +7.4% | -17.8% | +25.2% | +14.7% |
| YTD | +43.7% | -10.4% | +54.1% | +48.0% |
| 1Y | +86.1% | -3.4% | +89.5% | +82.9% |
| All | +86.1% | +1.5% | +84.6% | +82.9% |
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