+82.7%
WULF vs GPC
+86.4%
-3.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +1.4% | -3.2% | +4.6% | +2.0% |
| 30D | -2.6% | +0.5% | -3.1% | -2.8% |
| 3M | -34.0% | +31.7% | -65.7% | -38.9% |
| 6M | +10.0% | +24.7% | -14.7% | +3.2% |
| YTD | +45.7% | +11.8% | +33.9% | +39.6% |
| 1Y | +57.3% | -3.0% | +60.3% | +55.6% |
| 3Y | +878.9% | -1.1% | +880.1% | +846.2% |
| 5Y | -28.3% | +30.5% | -58.8% | -30.8% |
| All | +82.7% | +86.4% | -3.7% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling