+878.9%
WULF vs GRMN
+189.8%
+689.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +1.7% |
| 7D | +1.4% | +2.0% | -0.6% | +0.3% |
| 30D | -2.6% | -8.8% | +6.2% | +2.3% |
| 3M | -34.0% | +19.0% | -53.0% | -41.9% |
| 6M | +10.0% | +20.7% | -10.7% | -3.1% |
| YTD | +45.7% | +40.5% | +5.2% | +15.5% |
| 1Y | +57.3% | +19.1% | +38.2% | +38.2% |
| 3Y | +878.9% | +182.7% | +696.2% | +552.5% |
| All | +878.9% | +189.8% | +689.1% | +552.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling