+1,149.5%
WULF vs GLDM
+99.9%
+1,049.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +11.0% | -4.6% | +15.6% | +14.7% |
| 30D | +9.4% | -5.5% | +14.8% | +13.8% |
| 3M | -22.6% | -10.9% | -11.8% | -15.7% |
| 6M | -45.4% | -17.3% | -28.1% | -37.7% |
| YTD | +9.8% | -10.2% | +20.0% | +24.8% |
| 1Y | +8.0% | -6.9% | +15.0% | +21.4% |
| 3Y | +1,149.5% | +98.7% | +1,050.9% | +548.8% |
| All | +1,149.5% | +99.9% | +1,049.6% | +548.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling