+317.0%
FWONK vs GPC
+86.4%
+230.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +0.1% | -3.2% | +3.3% | +1.2% |
| 30D | -7.7% | +0.5% | -8.3% | -7.9% |
| 3M | +5.7% | +31.7% | -26.0% | -4.6% |
| 6M | +13.5% | +24.7% | -11.3% | +4.0% |
| YTD | -3.0% | +11.8% | -14.7% | -8.6% |
| 1Y | -6.4% | -3.0% | -3.4% | -7.2% |
| 3Y | +43.8% | -1.1% | +44.9% | +35.9% |
| 5Y | +98.6% | +30.5% | +68.1% | +60.4% |
| All | +317.0% | +86.4% | +230.6% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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