+36.4%
WULF vs GLDM
+225.0%
-188.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.9% | +7.0% | +7.8% |
| 7D | +13.2% | +5.0% | +8.2% | +9.7% |
| 30D | -10.1% | -1.3% | -8.8% | -9.2% |
| 3M | -27.5% | -4.7% | -22.8% | -25.2% |
| 6M | -47.1% | -12.4% | -34.7% | -42.9% |
| YTD | +7.7% | -4.1% | +11.8% | +13.5% |
| 1Y | -11.2% | +3.3% | -14.5% | -8.9% |
| 3Y | +1,217.0% | +110.9% | +1,106.1% | +859.9% |
| 5Y | -57.0% | +124.8% | -181.8% | -70.0% |
| All | +36.4% | +225.0% | -188.7% | +22.6% |
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