+66.3%
WULF vs GGLL
+64.8%
+1.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.0% |
| 7D | +15.6% | -3.9% | +19.5% | +16.8% |
| 30D | +5.7% | -15.4% | +21.1% | +9.9% |
| 3M | -32.3% | -21.9% | -10.4% | -28.2% |
| 6M | +23.7% | +4.5% | +19.2% | +17.7% |
| YTD | +49.1% | -2.4% | +51.5% | +41.8% |
| 1Y | +66.3% | +57.8% | +8.5% | +64.5% |
| All | +66.3% | +64.8% | +1.5% | +64.5% |
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