-22.1%
WULF vs GIS
-17.8%
-4.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.2% | -11.8% | -1.9% |
| 7D | -12.8% | +8.5% | -21.3% | -5.5% |
| 30D | -20.9% | +15.3% | -36.2% | -8.9% |
| 3M | -38.0% | +0.9% | -39.0% | -35.7% |
| 6M | -47.5% | +7.9% | -55.5% | -42.0% |
| YTD | +1.8% | -17.6% | +19.4% | -12.4% |
| 1Y | -22.1% | -17.4% | -4.7% | -32.1% |
| All | -22.1% | -17.8% | -4.3% | -32.1% |
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