+192.2%
GD vs FWONK
+363.5%
-171.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.6% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -10.9% | -5.8% | -5.2% | -9.7% |
| 3M | +2.5% | +10.0% | -7.6% | -0.1% |
| 6M | -1.7% | +14.7% | -16.4% | -5.3% |
| YTD | +6.1% | -1.7% | +7.9% | +6.0% |
| 1Y | +11.7% | -4.6% | +16.3% | +12.2% |
| 3Y | +71.8% | +46.7% | +25.1% | +52.0% |
| 5Y | +92.2% | +99.4% | -7.2% | +53.0% |
| 10Y | +192.2% | +345.6% | -153.4% | +97.2% |
| All | +192.2% | +363.5% | -171.3% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling