+1,695.0%
WULF vs GD
+6,775.0%
-5,080.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +7.6% | -5.3% | +12.8% | +8.6% |
| 30D | -8.6% | -6.4% | -2.2% | -7.6% |
| 3M | -37.0% | +5.7% | -42.7% | -37.7% |
| 6M | +7.4% | -0.9% | +8.4% | +7.3% |
| YTD | +43.7% | +8.2% | +35.5% | +41.4% |
| 1Y | +86.1% | +13.4% | +72.7% | +81.4% |
| 3Y | +733.8% | +68.5% | +665.3% | +660.7% |
| 5Y | -33.6% | +97.2% | -130.7% | -41.0% |
| 10Y | +76.1% | +190.2% | -114.1% | +46.0% |
| All | +1,695.0% | +6,775.0% | -5,080.0% | +992.7% |
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