+34.7%
WULF vs GPC
+74.9%
-40.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +11.0% | +0.4% | +10.6% | +10.9% |
| 30D | +9.4% | -6.3% | +15.7% | +10.6% |
| 3M | -22.6% | -8.2% | -14.5% | -21.6% |
| 6M | -45.4% | +27.1% | -72.5% | -49.3% |
| YTD | +9.8% | +3.1% | +6.7% | +6.7% |
| 1Y | +8.0% | +0.1% | +8.0% | +5.6% |
| 3Y | +1,149.5% | +0.2% | +1,149.3% | +1,106.3% |
| 5Y | -55.6% | +4.9% | -60.4% | -56.6% |
| All | +34.7% | +74.9% | -40.2% | +42.8% |
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