+878.9%
WULF vs GFI
+287.6%
+591.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | +1.4% | -4.9% | +6.2% | +2.6% |
| 30D | -2.6% | +10.7% | -13.3% | -4.7% |
| 3M | -34.0% | +25.6% | -59.6% | -37.6% |
| 6M | +10.0% | -8.3% | +18.2% | +10.6% |
| YTD | +45.7% | +6.3% | +39.4% | +45.9% |
| 1Y | +57.3% | +22.1% | +35.3% | +56.0% |
| 3Y | +878.9% | +289.2% | +589.8% | +746.3% |
| All | +878.9% | +287.6% | +591.3% | +746.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling