-55.9%
WULF vs GLDM
+107.1%
-163.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +11.0% | -4.6% | +15.6% | +15.3% |
| 30D | +9.4% | -5.5% | +14.8% | +14.5% |
| 3M | -22.6% | -10.9% | -11.8% | -14.6% |
| 6M | -45.4% | -17.3% | -28.1% | -36.1% |
| YTD | +9.8% | -10.2% | +20.0% | +22.5% |
| 1Y | +8.0% | -6.9% | +15.0% | +17.5% |
| 3Y | +1,149.5% | +98.7% | +1,050.9% | +475.4% |
| All | -55.9% | +107.1% | -163.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling