+1,695.0%
WULF vs GPC
+1,596.4%
+98.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +7.6% | +1.2% | +6.4% | +7.4% |
| 30D | -8.6% | +6.0% | -14.6% | -9.5% |
| 3M | -37.0% | +42.6% | -79.6% | -41.1% |
| 6M | +7.4% | +22.8% | -15.3% | +3.0% |
| YTD | +43.7% | +15.5% | +28.2% | +38.9% |
| 1Y | +86.1% | +2.0% | +84.1% | +83.3% |
| 3Y | +733.8% | -1.4% | +735.3% | +718.2% |
| 5Y | -33.6% | +30.6% | -64.2% | -36.4% |
| 10Y | +76.1% | +80.6% | -4.6% | +64.0% |
| All | +1,695.0% | +1,596.4% | +98.6% | +1,223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling