+93.8%
GD vs FWONK
+92.3%
+1.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -3.5% | -2.1% | -1.4% | -3.1% |
| 30D | -9.0% | -7.7% | -1.4% | -7.8% |
| 3M | +5.1% | +9.3% | -4.2% | +3.4% |
| 6M | -1.0% | +13.3% | -14.4% | -3.3% |
| YTD | +7.3% | -3.6% | +10.9% | +7.6% |
| 1Y | +12.4% | -6.8% | +19.2% | +13.3% |
| 3Y | +73.7% | +43.9% | +29.8% | +60.6% |
| 5Y | +93.8% | +94.4% | -0.7% | +65.6% |
| All | +93.8% | +92.3% | +1.5% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling