+1,136.2%
WULF vs GD
+6,705.8%
-5,569.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +12.9% |
| 7D | -3.1% | -5.0% | +1.9% | -2.1% |
| 30D | -21.0% | +8.9% | -30.0% | -22.3% |
| 3M | -35.5% | -8.0% | -27.4% | -34.6% |
| 6M | -55.8% | +2.9% | -58.7% | -56.2% |
| YTD | -1.0% | +7.1% | -8.1% | -2.6% |
| 1Y | -20.4% | +5.9% | -26.3% | -21.5% |
| 3Y | +972.6% | +53.9% | +918.8% | +892.7% |
| 5Y | -54.5% | +95.4% | -149.9% | -59.6% |
| 10Y | +23.7% | +193.5% | -169.8% | +2.3% |
| All | +1,136.2% | +6,705.8% | -5,569.7% | +653.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling