+502.4%
GFI vs FWONK
+97.7%
+404.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | +10.7% | -7.7% | +18.5% | +13.0% |
| 3M | +25.6% | +5.7% | +19.9% | +23.8% |
| 6M | -8.3% | +13.5% | -21.7% | -11.0% |
| YTD | +6.3% | -3.0% | +9.3% | +6.5% |
| 1Y | +22.1% | -6.4% | +28.5% | +23.2% |
| 3Y | +289.2% | +43.8% | +245.4% | +244.5% |
| All | +502.4% | +97.7% | +404.7% | +379.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling