-13.4%
WULF vs GLDM
+1.2%
-14.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.9% | +7.0% | +6.9% |
| 7D | +13.2% | +5.0% | +8.2% | +6.8% |
| 30D | -10.1% | -1.3% | -8.8% | -8.4% |
| 3M | -27.5% | -4.7% | -22.8% | -23.2% |
| 6M | -47.1% | -12.4% | -34.7% | -38.7% |
| YTD | +7.7% | -4.1% | +11.8% | +8.5% |
| All | -13.4% | +1.2% | -14.7% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling