-24.7%
WULF vs GAP
+8.7%
-33.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.5% |
| 7D | +1.4% | -4.1% | +5.5% | +3.3% |
| 30D | -2.6% | +6.2% | -8.8% | -6.2% |
| 3M | -34.0% | -0.7% | -33.3% | -35.3% |
| 6M | +10.0% | -7.1% | +17.1% | +10.2% |
| YTD | +45.7% | -14.1% | +59.8% | +49.6% |
| 1Y | +57.3% | -8.5% | +65.8% | +55.9% |
| 3Y | +878.9% | +115.4% | +763.6% | +492.2% |
| All | -24.7% | +8.7% | -33.5% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling