-30.1%
GFS vs FWONK
+92.1%
-122.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +7.4% | +2.5% | +4.8% | +6.3% |
| 30D | -15.3% | +20.0% | -35.2% | -22.0% |
| 3M | -21.1% | +5.2% | -26.3% | -23.2% |
| 6M | -44.5% | +18.7% | -63.2% | -49.5% |
| YTD | +19.2% | +10.7% | +8.5% | +11.7% |
| 1Y | +27.2% | +8.2% | +19.0% | +20.4% |
| 3Y | -20.1% | +64.6% | -84.7% | -41.8% |
| All | -30.1% | +92.1% | -122.2% | -56.5% |
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