+104.6%
GD vs FWONK
+96.0%
+8.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | +0.6% | +12.4% | -11.7% | -1.3% |
| 30D | +9.5% | +18.5% | -9.0% | +6.4% |
| 3M | -5.8% | +8.6% | -14.4% | -7.2% |
| 6M | +7.7% | +19.8% | -12.1% | +4.3% |
| YTD | +11.1% | +12.9% | -1.8% | +8.4% |
| 1Y | +6.1% | +9.0% | -2.9% | +4.1% |
| 3Y | +59.8% | +63.8% | -4.0% | +44.7% |
| 5Y | +104.6% | +95.1% | +9.5% | +75.6% |
| All | +104.6% | +96.0% | +8.6% | +75.6% |
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