+165.5%
GGLL vs FWONK
+60.8%
+104.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +7.7% | +2.5% | +5.1% | +6.7% |
| 30D | -30.2% | +20.0% | -50.2% | -35.3% |
| 3M | -31.3% | +5.2% | -36.4% | -32.7% |
| 6M | -52.1% | +18.7% | -70.8% | -55.6% |
| YTD | -25.9% | +10.7% | -36.5% | -29.6% |
| 1Y | -8.5% | +8.2% | -16.7% | -12.3% |
| 3Y | +165.5% | +64.6% | +101.0% | +121.0% |
| All | +165.5% | +60.8% | +104.8% | +121.0% |
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 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