+82.7%
WULF vs GFI
+1,093.3%
-1,010.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | +1.4% | -2.7% | +4.1% | +1.7% |
| 30D | -2.6% | +13.2% | -15.9% | -3.6% |
| 3M | -34.0% | +28.5% | -62.4% | -35.5% |
| 6M | +10.0% | -6.2% | +16.2% | +10.1% |
| YTD | +45.7% | +8.7% | +37.0% | +45.2% |
| 1Y | +57.3% | +24.8% | +32.5% | +55.7% |
| 3Y | +878.9% | +298.0% | +580.9% | +811.4% |
| 5Y | -28.3% | +546.0% | -574.3% | -33.0% |
| All | +82.7% | +1,093.3% | -1,010.7% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling