-55.9%
WULF vs GPC
+4.3%
-60.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +11.0% | +0.4% | +10.6% | +10.8% |
| 30D | +9.4% | -6.3% | +15.7% | +11.9% |
| 3M | -22.6% | -8.2% | -14.5% | -20.4% |
| 6M | -45.4% | +27.1% | -72.5% | -54.0% |
| YTD | +9.8% | +3.1% | +6.7% | +2.0% |
| 1Y | +8.0% | +0.1% | +8.0% | +2.0% |
| 3Y | +1,149.5% | +0.2% | +1,149.3% | +1,007.3% |
| All | -55.9% | +4.3% | -60.3% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling