+96.7%
WULF vs GLDM
+242.2%
-145.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.7% | +9.9% | +9.1% |
| 7D | +21.9% | +0.7% | +21.2% | +21.4% |
| 30D | +4.6% | +0.3% | +4.2% | +4.5% |
| 3M | -30.9% | +0.7% | -31.6% | -31.1% |
| 6M | +29.9% | -15.4% | +45.3% | +41.5% |
| YTD | +55.4% | +1.0% | +54.4% | +58.5% |
| 1Y | +94.1% | +19.7% | +74.4% | +86.0% |
| 3Y | +892.2% | +126.5% | +765.7% | +594.1% |
| 5Y | -26.7% | +142.5% | -169.2% | -50.4% |
| All | +96.7% | +242.2% | -145.5% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling