+594.6%
WULF vs GRMN
+6,536.9%
-5,942.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | +15.6% | -1.4% | +17.0% | +15.8% |
| 30D | +5.7% | -13.1% | +18.8% | +8.1% |
| 3M | -32.3% | +14.9% | -47.2% | -34.2% |
| 6M | +23.7% | +13.1% | +10.6% | +20.8% |
| YTD | +49.1% | +35.3% | +13.8% | +41.4% |
| 1Y | +66.3% | +16.0% | +50.3% | +61.6% |
| 3Y | +851.7% | +179.6% | +672.1% | +732.6% |
| 5Y | -30.9% | +75.0% | -105.9% | -37.4% |
| 10Y | +86.9% | +644.1% | -557.2% | +56.2% |
| All | +594.6% | +6,536.9% | -5,942.4% | +411.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling