+3.2%
WULF vs GGLL
-15.1%
+18.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -3.5% |
| 7D | +29.4% | +11.5% | +17.8% | +25.0% |
| 30D | -1.3% | -31.2% | +29.9% | +10.0% |
| 3M | -24.1% | -28.7% | +4.5% | -16.7% |
| 6M | -42.8% | -47.2% | +4.4% | -30.1% |
| YTD | +13.5% | -24.3% | +37.7% | +10.8% |
| 1Y | +3.2% | -12.0% | +15.2% | -6.7% |
| All | +3.2% | -15.1% | +18.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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