+57.3%
WULF vs GLXY
-7.5%
+64.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.0% |
| 7D | +1.4% | -7.3% | +8.7% | +6.2% |
| 30D | -2.6% | +15.7% | -18.4% | -10.7% |
| 3M | -34.0% | -26.7% | -7.3% | -22.4% |
| 6M | +10.0% | +13.7% | -3.7% | +0.1% |
| YTD | +45.7% | +9.1% | +36.6% | +26.6% |
| 1Y | +57.3% | -15.5% | +72.8% | +40.5% |
| All | +57.3% | -7.5% | +64.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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