-25.7%
GIS vs FWONK
+97.7%
-123.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | +7.8% | +5.7% | +2.1% | +7.7% |
| 6M | -8.8% | +13.5% | -22.2% | -9.2% |
| YTD | -19.1% | -3.0% | -16.2% | -19.0% |
| 1Y | -24.8% | -6.4% | -18.3% | -24.6% |
| 3Y | -37.6% | +43.8% | -81.4% | -38.6% |
| All | -25.7% | +97.7% | -123.4% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling