+86.1%
WULF vs GTLB
+14.4%
+71.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.8% |
| 7D | +7.6% | +11.1% | -3.5% | +8.4% |
| 30D | -8.6% | +37.8% | -46.4% | -6.5% |
| 3M | -37.0% | +61.6% | -98.5% | -34.9% |
| 6M | +7.4% | +98.9% | -91.5% | +13.5% |
| YTD | +43.7% | +32.8% | +10.9% | +57.1% |
| 1Y | +86.1% | +14.7% | +71.5% | +116.5% |
| All | +86.1% | +14.4% | +71.7% | +116.5% |
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