+7.2%
GEHC vs FWONK
+66.1%
-59.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -11.6% | -7.7% | -3.8% | -9.6% |
| 3M | -0.8% | +5.7% | -6.6% | -2.4% |
| 6M | -11.9% | +13.5% | -25.4% | -15.0% |
| YTD | -21.9% | -3.0% | -19.0% | -21.7% |
| 1Y | -17.8% | -6.4% | -11.4% | -16.9% |
| 3Y | -3.5% | +43.8% | -47.4% | -13.0% |
| All | +7.2% | +66.1% | -59.0% | -17.8% |
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