-12.2%
GGLL vs FWONK
+0.2%
-12.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +3.0% | +5.2% |
| 7D | -23.1% | +8.9% | -32.0% | -25.5% |
| 30D | -32.9% | +4.1% | -37.0% | -33.8% |
| 3M | -44.9% | +2.6% | -47.5% | -45.2% |
| 6M | -49.5% | +12.2% | -61.7% | -52.0% |
| YTD | -28.9% | +0.4% | -29.3% | -33.5% |
| 1Y | -12.2% | -1.8% | -10.4% | -13.4% |
| All | -12.2% | +0.2% | -12.4% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling