+878.9%
WULF vs GH
+363.0%
+515.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.8% | +4.1% |
| 7D | +1.4% | -2.5% | +3.9% | +2.4% |
| 30D | -2.6% | -4.7% | +2.1% | -1.0% |
| 3M | -34.0% | +20.2% | -54.2% | -39.4% |
| 6M | +10.0% | +78.8% | -68.8% | -14.8% |
| YTD | +45.7% | +54.1% | -8.4% | +18.9% |
| 1Y | +57.3% | +177.1% | -119.7% | -1.9% |
| 3Y | +878.9% | +371.6% | +507.3% | +384.8% |
| All | +878.9% | +363.0% | +515.9% | +384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling