+320.8%
GDX vs FWONK
+281.7%
+39.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.9% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +9.9% | -5.8% | +15.7% | +10.7% |
| 3M | +28.2% | +10.0% | +18.2% | +26.8% |
| 6M | -2.9% | +14.7% | -17.6% | -4.4% |
| YTD | +16.0% | -1.7% | +17.7% | +16.0% |
| 1Y | +49.9% | -4.6% | +54.5% | +50.3% |
| 3Y | +263.6% | +46.7% | +216.9% | +247.5% |
| 5Y | +233.6% | +99.4% | +134.2% | +210.9% |
| 10Y | +315.3% | +345.6% | -30.2% | +263.2% |
| All | +320.8% | +281.7% | +39.1% | +272.8% |
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