-24.8%
GIS vs FWONK
-3.0%
-21.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | -6.1% | -7.7% | +1.6% | -4.4% |
| 3M | +7.8% | +5.7% | +2.1% | +7.9% |
| 6M | -8.8% | +13.5% | -22.2% | -9.2% |
| YTD | -19.1% | -3.0% | -16.2% | -18.4% |
| 1Y | -24.8% | -6.4% | -18.3% | -24.5% |
| All | -24.8% | -3.0% | -21.8% | -24.5% |
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