+1.3%
GFS vs FWONK
+78.3%
-77.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +3.8% | +0.1% | +3.8% | +3.8% |
| 30D | -11.7% | -7.7% | -4.0% | -8.5% |
| 3M | -41.8% | +5.7% | -47.5% | -43.9% |
| 6M | +6.6% | +13.5% | -6.8% | -1.5% |
| YTD | +34.6% | -3.0% | +37.6% | +34.3% |
| 1Y | +46.2% | -6.4% | +52.6% | +48.4% |
| 3Y | -20.3% | +43.8% | -64.2% | -38.7% |
| All | +1.3% | +78.3% | -77.0% | -37.0% |
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