-24.7%
WULF vs GPN
-44.5%
+19.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -4.3% | +5.7% | +3.6% |
| 30D | -2.6% | 0.0% | -2.6% | -3.5% |
| 3M | -34.0% | +35.8% | -69.8% | -47.1% |
| 6M | +10.0% | +22.0% | -12.0% | -7.0% |
| YTD | +45.7% | +15.2% | +30.5% | +23.4% |
| 1Y | +57.3% | +3.5% | +53.8% | +43.3% |
| 3Y | +878.9% | -26.9% | +905.9% | +1,061.9% |
| All | -24.7% | -44.5% | +19.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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