+1,762.4%
WULF vs GIS
+839.2%
+923.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.2% |
| 7D | +15.6% | -8.6% | +24.2% | +14.8% |
| 30D | +5.7% | -0.5% | +6.2% | +5.8% |
| 3M | -32.3% | +11.9% | -44.2% | -31.7% |
| 6M | +23.7% | -11.6% | +35.3% | +23.5% |
| YTD | +49.1% | -16.3% | +65.4% | +48.6% |
| 1Y | +66.3% | -21.8% | +88.1% | +65.5% |
| 3Y | +851.7% | -35.7% | +887.3% | +840.8% |
| 5Y | -30.9% | -22.9% | -8.1% | -32.1% |
| 10Y | +86.9% | -16.8% | +103.7% | +82.1% |
| All | +1,762.4% | +839.2% | +923.2% | +1,514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling