-24.7%
WULF vs GFI
+538.3%
-563.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | +1.4% | -2.7% | +4.1% | +2.1% |
| 30D | -2.6% | +13.2% | -15.9% | -5.3% |
| 3M | -34.0% | +28.5% | -62.4% | -38.0% |
| 6M | +10.0% | -6.2% | +16.2% | +10.6% |
| YTD | +45.7% | +8.7% | +37.0% | +43.6% |
| 1Y | +57.3% | +24.8% | +32.5% | +50.9% |
| 3Y | +878.9% | +298.0% | +580.9% | +610.3% |
| All | -24.7% | +538.3% | -563.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling