+878.9%
WULF vs GIS
-37.5%
+916.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.5% |
| 7D | +1.4% | -6.4% | +7.8% | -2.5% |
| 30D | -2.6% | -6.1% | +3.5% | -5.7% |
| 3M | -34.0% | +7.8% | -41.8% | -30.6% |
| 6M | +10.0% | -8.8% | +18.8% | +7.5% |
| YTD | +45.7% | -19.1% | +64.8% | +35.7% |
| 1Y | +57.3% | -24.8% | +82.1% | +43.3% |
| 3Y | +878.9% | -37.6% | +916.5% | +675.8% |
| All | +878.9% | -37.5% | +916.4% | +675.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling