+393.9%
GH vs FWONK
+169.0%
+224.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.6% |
| 7D | -1.2% | -1.5% | +0.3% | -0.4% |
| 30D | -3.7% | -6.8% | +3.1% | -0.3% |
| 3M | +21.7% | +7.7% | +14.0% | +16.4% |
| 6M | +75.7% | +11.0% | +64.8% | +64.8% |
| YTD | +55.7% | -3.1% | +58.8% | +55.9% |
| 1Y | +181.1% | -3.5% | +184.6% | +181.0% |
| 3Y | +371.6% | +44.6% | +327.0% | +266.9% |
| 5Y | +23.2% | +98.3% | -75.1% | -19.3% |
| All | +393.9% | +169.0% | +224.8% | +145.2% |
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