+1,036.1%
GFI vs FWONK
+340.2%
+695.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +13.2% | -7.7% | +21.0% | +13.9% |
| 3M | +28.5% | +5.7% | +22.8% | +28.0% |
| 6M | -6.2% | +13.5% | -19.6% | -6.9% |
| YTD | +8.7% | -3.0% | +11.7% | +8.7% |
| 1Y | +24.8% | -6.4% | +31.3% | +25.1% |
| 3Y | +298.0% | +43.8% | +254.2% | +288.7% |
| 5Y | +546.0% | +98.6% | +447.4% | +530.7% |
| All | +1,036.1% | +340.2% | +695.9% | +1,141.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling