-27.4%
WULF vs GRMN
+74.2%
-101.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -0.6% | -1.8% | +1.2% | +0.7% |
| 30D | -3.6% | -12.1% | +8.5% | +5.6% |
| 3M | -30.4% | +18.0% | -48.4% | -41.2% |
| 6M | +12.5% | +13.7% | -1.2% | -1.4% |
| YTD | +40.5% | +35.3% | +5.2% | +5.6% |
| 1Y | +53.0% | +17.2% | +35.7% | +28.8% |
| 3Y | +796.7% | +179.6% | +617.0% | +227.2% |
| All | -27.4% | +74.2% | -101.7% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling