+86.1%
WULF vs GIS
-18.7%
+104.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | -0.2% |
| 7D | +7.6% | -7.8% | +15.4% | +1.3% |
| 30D | -8.6% | +6.6% | -15.2% | -3.7% |
| 3M | -37.0% | +21.0% | -57.9% | -28.3% |
| 6M | +7.4% | -9.1% | +16.5% | +5.0% |
| YTD | +43.7% | -13.6% | +57.3% | +36.2% |
| 1Y | +86.1% | -18.0% | +104.1% | +75.4% |
| All | +86.1% | -18.7% | +104.8% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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