-8.3%
GFI vs FWONK
+11.5%
-19.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.4% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | +10.7% | -7.7% | +18.5% | +16.8% |
| 3M | +25.6% | +5.7% | +19.9% | +17.3% |
| 6M | -8.3% | +13.5% | -21.7% | -21.8% |
| All | -8.3% | +11.5% | -19.8% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling