+61.1%
WULF vs GH
+486.6%
-425.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.4% |
| 7D | +15.6% | -0.2% | +15.8% | +15.6% |
| 30D | +5.7% | -2.6% | +8.4% | +6.4% |
| 3M | -32.3% | +25.1% | -57.4% | -36.7% |
| 6M | +23.7% | +78.5% | -54.8% | +4.9% |
| YTD | +49.1% | +59.4% | -10.3% | +29.8% |
| 1Y | +66.3% | +173.9% | -107.5% | +24.3% |
| 3Y | +851.7% | +382.7% | +468.9% | +498.3% |
| 5Y | -30.9% | +24.4% | -55.3% | -53.9% |
| All | +61.1% | +486.6% | -425.5% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling