+972.6%
WULF vs GD
+54.3%
+918.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +13.1% |
| 7D | -3.1% | -5.0% | +1.9% | -0.2% |
| 30D | -21.0% | +8.9% | -30.0% | -24.8% |
| 3M | -35.5% | -8.0% | -27.4% | -32.6% |
| 6M | -55.8% | +2.9% | -58.7% | -57.2% |
| YTD | -1.0% | +7.1% | -8.1% | -6.3% |
| 1Y | -20.4% | +5.9% | -26.3% | -24.1% |
| 3Y | +972.6% | +53.9% | +918.8% | +573.6% |
| All | +972.6% | +54.3% | +918.3% | +573.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling