+1,720.0%
WULF vs GFI
+878.1%
+841.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +3.8% |
| 7D | +1.4% | -4.9% | +6.2% | +1.6% |
| 30D | -2.6% | +10.7% | -13.3% | -3.0% |
| 3M | -34.0% | +25.6% | -59.6% | -34.6% |
| 6M | +10.0% | -8.3% | +18.2% | +10.2% |
| YTD | +45.7% | +6.3% | +39.4% | +45.5% |
| 1Y | +57.3% | +22.1% | +35.3% | +56.4% |
| 3Y | +878.9% | +289.2% | +589.8% | +836.7% |
| 5Y | -28.3% | +531.7% | -560.0% | -32.2% |
| 10Y | +82.7% | +1,043.8% | -961.1% | +68.9% |
| All | +1,720.0% | +878.1% | +841.9% | +1,594.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling