+1,762.4%
WULF vs GAP
+509.2%
+1,253.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -3.5% |
| 7D | +15.6% | -3.2% | +18.8% | +16.1% |
| 30D | +5.7% | -0.7% | +6.4% | +5.5% |
| 3M | -32.3% | -0.5% | -31.8% | -32.6% |
| 6M | +23.7% | -5.0% | +28.7% | +23.7% |
| YTD | +49.1% | -14.7% | +63.8% | +50.8% |
| 1Y | +66.3% | -8.6% | +75.0% | +66.7% |
| 3Y | +851.7% | +108.4% | +743.3% | +775.8% |
| 5Y | -30.9% | +5.8% | -36.7% | -35.4% |
| 10Y | +86.9% | +29.6% | +57.3% | +70.7% |
| All | +1,762.4% | +509.2% | +1,253.2% | +1,860.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling