-23.8%
GAP vs FWONK
+276.3%
-300.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | -6.3% | -1.5% | -4.8% | -5.7% |
| 30D | -0.2% | -6.8% | +6.5% | +2.8% |
| 3M | 0.0% | +7.7% | -7.7% | -3.5% |
| 6M | -8.1% | +11.0% | -19.1% | -13.0% |
| YTD | -16.5% | -3.1% | -13.4% | -16.4% |
| 1Y | -10.5% | -3.5% | -7.0% | -10.5% |
| 3Y | +104.0% | +44.6% | +59.4% | +64.5% |
| 5Y | +6.8% | +98.3% | -91.5% | -26.4% |
| 10Y | +26.9% | +339.3% | -312.4% | -34.2% |
| All | -23.8% | +276.3% | -300.2% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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