+311.8%
GD vs FWONK
+330.0%
-18.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.7% | +2.5% | +0.1% | +2.1% |
| 30D | +8.6% | +20.0% | -11.4% | +4.0% |
| 3M | -7.1% | +5.2% | -12.2% | -8.3% |
| 6M | +7.5% | +18.7% | -11.2% | +2.9% |
| YTD | +9.9% | +10.7% | -0.8% | +6.7% |
| 1Y | +7.6% | +8.2% | -0.7% | +4.9% |
| 3Y | +56.2% | +64.6% | -8.4% | +36.1% |
| 5Y | +100.6% | +92.5% | +8.1% | +64.8% |
| 10Y | +167.8% | +285.3% | -117.5% | +78.4% |
| All | +311.8% | +330.0% | -18.2% | +151.8% |
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