+1,246.0%
WULF vs GD
+6,859.8%
-5,613.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.3% | +6.6% | +8.5% |
| 7D | +13.2% | -3.0% | +16.2% | +13.9% |
| 30D | -10.1% | +9.3% | -19.4% | -11.6% |
| 3M | -27.5% | -7.2% | -20.3% | -26.6% |
| 6M | -47.1% | +5.5% | -52.5% | -47.8% |
| YTD | +7.7% | +9.5% | -1.7% | +5.7% |
| 1Y | -11.2% | +6.4% | -17.6% | -12.4% |
| 3Y | +1,217.0% | +59.8% | +1,157.2% | +1,111.1% |
| 5Y | -57.0% | +98.0% | -155.0% | -61.9% |
| 10Y | +32.0% | +177.4% | -145.4% | +10.0% |
| All | +1,246.0% | +6,859.8% | -5,613.8% | +716.8% |
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