+82.7%
WULF vs GRMN
+677.8%
-595.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +1.6% |
| 7D | +1.4% | +2.4% | -1.0% | +0.2% |
| 30D | -2.6% | -8.5% | +5.8% | +2.0% |
| 3M | -34.0% | +19.5% | -53.4% | -41.6% |
| 6M | +10.0% | +21.2% | -11.2% | -2.6% |
| YTD | +45.7% | +41.0% | +4.6% | +17.8% |
| 1Y | +57.3% | +19.6% | +37.7% | +39.2% |
| 3Y | +878.9% | +183.8% | +695.2% | +464.1% |
| 5Y | -28.3% | +83.0% | -111.3% | -55.0% |
| All | +82.7% | +677.8% | -595.1% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling