-34.5%
WULF vs GTLB
-49.8%
+15.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -6.4% |
| 7D | -0.6% | -4.1% | +3.5% | +0.5% |
| 30D | -3.6% | +12.3% | -16.0% | -8.0% |
| 3M | -30.4% | +65.9% | -96.3% | -42.1% |
| 6M | +12.5% | +104.0% | -91.5% | -15.7% |
| YTD | +40.5% | +26.0% | +14.4% | +23.2% |
| 1Y | +53.0% | -3.5% | +56.5% | +45.2% |
| 3Y | +796.7% | -9.6% | +806.3% | +764.0% |
| All | -34.5% | -49.8% | +15.3% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling