+298.8%
FWONK vs GPC
+116.8%
+182.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.5% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -7.7% | -0.4% | -7.3% | -7.6% |
| 3M | +9.3% | +39.2% | -29.9% | -3.9% |
| 6M | +13.3% | +18.2% | -4.9% | +5.5% |
| YTD | -3.6% | +12.1% | -15.7% | -9.6% |
| 1Y | -6.8% | -0.7% | -6.1% | -8.5% |
| 3Y | +43.9% | -1.7% | +45.5% | +35.9% |
| 5Y | +94.4% | +29.3% | +65.1% | +56.8% |
| 10Y | +353.8% | +80.7% | +273.2% | +189.9% |
| All | +298.8% | +116.8% | +182.1% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling