+86.1%
WULF vs GRMN
+18.2%
+67.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +7.6% | -2.9% | +10.4% | +8.5% |
| 30D | -8.6% | -8.4% | -0.2% | -6.3% |
| 3M | -37.0% | +15.0% | -52.0% | -40.9% |
| 6M | +7.4% | +11.2% | -3.8% | +2.6% |
| YTD | +43.7% | +37.7% | +6.0% | +20.3% |
| 1Y | +86.1% | +18.5% | +67.7% | +73.3% |
| All | +86.1% | +18.2% | +67.9% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling