+1.4%
GFI vs FWONK
-0.4%
+1.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +4.6% |
| 7D | +1.4% | +8.9% | -7.4% | -2.6% |
| 30D | +3.0% | +4.1% | -1.2% | +1.0% |
| 3M | +10.2% | +2.6% | +7.6% | +8.8% |
| 6M | -10.1% | +12.2% | -22.3% | -16.5% |
| YTD | -11.4% | +0.4% | -11.8% | -10.0% |
| All | +1.4% | -0.4% | +1.7% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling