-2.4%
GFS vs FWONK
+78.2%
-80.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +1.0% | -6.2% | +7.2% | +4.0% |
| 30D | -8.6% | -0.6% | -8.0% | -8.4% |
| 3M | -46.5% | +11.1% | -57.6% | -49.9% |
| 6M | -4.8% | +11.7% | -16.5% | -11.4% |
| YTD | +29.7% | -3.1% | +32.7% | +29.4% |
| 1Y | +35.8% | -4.2% | +40.0% | +36.0% |
| 3Y | -18.3% | +38.3% | -56.7% | -35.6% |
| All | -2.4% | +78.2% | -80.6% | -39.4% |
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