+82.7%
WULF vs GAP
+31.2%
+51.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.0% |
| 7D | +1.4% | -4.1% | +5.5% | +2.5% |
| 30D | -2.6% | +6.2% | -8.8% | -4.6% |
| 3M | -34.0% | -0.7% | -33.3% | -34.6% |
| 6M | +10.0% | -7.1% | +17.1% | +10.4% |
| YTD | +45.7% | -14.1% | +59.8% | +48.4% |
| 1Y | +57.3% | -8.5% | +65.8% | +57.5% |
| 3Y | +878.9% | +115.4% | +763.6% | +708.8% |
| 5Y | -28.3% | +9.8% | -38.1% | -39.6% |
| All | +82.7% | +31.2% | +51.4% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling