+314.9%
WULF vs GLXY
+2.7%
+312.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -3.4% |
| 7D | -0.6% | -8.9% | +8.4% | +5.2% |
| 30D | -3.6% | +19.9% | -23.5% | -13.3% |
| 3M | -30.4% | -20.0% | -10.4% | -21.8% |
| 6M | +12.5% | +10.5% | +1.9% | +3.9% |
| YTD | +40.5% | +7.9% | +32.6% | +24.8% |
| 1Y | +53.0% | -7.5% | +60.5% | +39.2% |
| All | +314.9% | +2.7% | +312.2% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling