-30.0%
WULF vs GFS
0.0%
-30.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.6% | +2.5% |
| 7D | +1.4% | +3.8% | -2.5% | -0.8% |
| 30D | -2.6% | -11.7% | +9.1% | +4.7% |
| 3M | -34.0% | -41.8% | +7.8% | -11.3% |
| 6M | +10.0% | +6.6% | +3.3% | +4.3% |
| YTD | +45.7% | +34.6% | +11.0% | +18.4% |
| 1Y | +57.3% | +46.2% | +11.2% | +21.4% |
| 3Y | +878.9% | -20.3% | +899.3% | +927.5% |
| All | -30.0% | 0.0% | -30.0% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling