-22.0%
GFS vs FWONK
+46.4%
-68.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.4% |
| 7D | +4.5% | -0.6% | +5.1% | +4.7% |
| 30D | -8.2% | -5.8% | -2.4% | -6.7% |
| 3M | -38.9% | +10.0% | -48.9% | -41.1% |
| 6M | -2.9% | +14.7% | -17.5% | -8.3% |
| YTD | +31.8% | -1.7% | +33.5% | +31.6% |
| 1Y | +43.1% | -4.6% | +47.8% | +44.7% |
| All | -22.0% | +46.4% | -68.5% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling