-45.4%
WULF vs GPC
+25.0%
-70.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.0% |
| 7D | +11.0% | +0.4% | +10.6% | +11.2% |
| 30D | +9.4% | -6.3% | +15.7% | +6.1% |
| 3M | -22.6% | -8.2% | -14.5% | -25.9% |
| 6M | -45.4% | +27.1% | -72.5% | -51.8% |
| All | -45.4% | +25.0% | -70.4% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling