-30.9%
WULF vs GPC
+30.9%
-61.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | +15.6% | -0.6% | +16.2% | +15.7% |
| 30D | +5.7% | +1.3% | +4.4% | +4.9% |
| 3M | -32.3% | +37.1% | -69.4% | -44.2% |
| 6M | +23.7% | +23.2% | +0.5% | +7.9% |
| YTD | +49.1% | +13.1% | +36.0% | +34.0% |
| 1Y | +66.3% | +0.9% | +65.4% | +59.1% |
| 3Y | +851.7% | -0.8% | +852.5% | +775.3% |
| 5Y | -30.9% | +31.1% | -62.0% | -46.7% |
| All | -30.9% | +30.9% | -61.8% | -46.7% |
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