+73.4%
FWONK vs FGI
-66.2%
+139.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -1.5% |
| 7D | -1.5% | +22.8% | -24.3% | -1.8% |
| 30D | -6.8% | +85.9% | -92.7% | -8.4% |
| 3M | +7.7% | +32.4% | -24.7% | +6.4% |
| 6M | +11.0% | +106.3% | -95.4% | +7.4% |
| YTD | -3.1% | +48.4% | -51.5% | -5.6% |
| 1Y | -3.5% | +116.4% | -119.8% | -8.7% |
| 3Y | +44.6% | +9.2% | +35.4% | +36.5% |
| All | +73.4% | -66.2% | +139.5% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling