-22.1%
WULF vs GTLB
+6.1%
-28.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -12.8% | -9.7% | -3.2% | -13.3% |
| 30D | -20.9% | +1.7% | -22.6% | -20.5% |
| 3M | -38.0% | +43.6% | -81.6% | -35.8% |
| 6M | -47.5% | +113.0% | -160.5% | -44.6% |
| YTD | +1.8% | +39.5% | -37.7% | +15.6% |
| 1Y | -22.1% | +12.6% | -34.7% | -10.2% |
| All | -22.1% | +6.1% | -28.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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