+94.1%
WULF vs GLDM
+20.2%
+74.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.7% | +9.9% | +9.7% |
| 7D | +21.9% | +0.7% | +21.2% | +21.0% |
| 30D | +4.6% | +0.3% | +4.2% | +4.4% |
| 3M | -30.9% | +0.7% | -31.6% | -31.3% |
| 6M | +29.9% | -15.4% | +45.3% | +50.5% |
| YTD | +55.4% | +1.0% | +54.4% | +63.3% |
| 1Y | +94.1% | +19.7% | +74.4% | +120.5% |
| All | +94.1% | +20.2% | +74.0% | +120.5% |
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