-22.1%
WULF vs GFS
+15.5%
-37.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.9% | -0.7% | -3.0% |
| 7D | -12.8% | -12.5% | -0.3% | -5.2% |
| 30D | -20.9% | -16.9% | -4.0% | -11.6% |
| 3M | -38.0% | -22.3% | -15.8% | -28.1% |
| 6M | -47.5% | -40.2% | -7.3% | -31.7% |
| YTD | +1.8% | +16.0% | -14.2% | -11.3% |
| 1Y | -22.1% | +17.7% | -39.7% | -30.0% |
| All | -22.1% | +15.5% | -37.5% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling