+1,432.6%
GFI vs FWONK
+276.9%
+1,155.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.3% |
| 3M | +25.6% | +5.7% | +19.9% | +25.2% |
| 6M | -8.3% | +13.5% | -21.7% | -8.9% |
| YTD | +6.3% | -3.0% | +9.3% | +6.3% |
| 1Y | +22.1% | -6.4% | +28.5% | +22.3% |
| 3Y | +289.2% | +43.8% | +245.4% | +281.7% |
| 5Y | +531.7% | +98.6% | +433.1% | +518.9% |
| 10Y | +1,043.8% | +340.0% | +703.8% | +1,051.9% |
| All | +1,432.6% | +276.9% | +1,155.6% | +1,530.6% |
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