+901.8%
WULF vs GPC
-1.1%
+902.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | +15.6% | -0.6% | +16.2% | +15.7% |
| 30D | +5.7% | +1.3% | +4.4% | +5.0% |
| 3M | -32.3% | +37.1% | -69.4% | -42.8% |
| 6M | +23.7% | +23.2% | +0.5% | +9.9% |
| YTD | +49.1% | +13.1% | +36.0% | +35.7% |
| 1Y | +66.3% | +0.9% | +65.4% | +60.6% |
| All | +901.8% | -1.1% | +902.8% | +811.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling