+1,841.8%
WULF vs GPC
+1,547.0%
+294.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.9% | +11.1% | +8.6% |
| 7D | +21.9% | +0.2% | +21.7% | +21.8% |
| 30D | +4.6% | -0.4% | +5.0% | +4.5% |
| 3M | -30.9% | +39.2% | -70.1% | -35.2% |
| 6M | +29.9% | +18.2% | +11.7% | +25.2% |
| YTD | +55.4% | +12.1% | +43.3% | +50.8% |
| 1Y | +94.1% | -0.7% | +94.8% | +91.9% |
| 3Y | +892.2% | -1.7% | +893.9% | +874.3% |
| 5Y | -26.7% | +29.3% | -56.0% | -29.6% |
| 10Y | +94.0% | +80.7% | +13.3% | +80.8% |
| All | +1,841.8% | +1,547.0% | +294.8% | +1,337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling