-0.8%
GFS vs FWONK
+78.1%
-78.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | +3.2% | -1.5% | +4.8% | +3.9% |
| 30D | -9.6% | -6.8% | -2.8% | -6.7% |
| 3M | -38.5% | +7.7% | -46.2% | -41.3% |
| 6M | -1.3% | +11.0% | -12.3% | -7.8% |
| YTD | +31.8% | -3.1% | +34.9% | +31.5% |
| 1Y | +44.6% | -3.5% | +48.0% | +44.2% |
| 3Y | -20.6% | +44.6% | -65.2% | -39.2% |
| All | -0.8% | +78.1% | -78.9% | -38.3% |
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 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