-42.8%
WULF vs GLDM
-15.8%
-27.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.5% | +7.5% |
| 7D | +14.2% | -2.0% | +16.1% | +16.0% |
| 30D | -0.1% | -4.4% | +4.4% | +5.6% |
| 3M | -20.2% | -8.8% | -11.4% | -10.9% |
| 6M | -42.8% | -15.9% | -27.0% | -24.9% |
| All | -42.8% | -15.8% | -27.1% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling