+137.1%
GLD vs FWONK
+95.7%
+41.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -3.4% | -1.5% | -1.8% | -3.3% |
| 30D | -1.1% | -6.8% | +5.6% | -0.8% |
| 3M | +5.8% | +7.7% | -1.9% | +5.5% |
| 6M | -17.1% | +11.0% | -28.0% | -17.4% |
| YTD | 0.0% | -3.1% | +3.1% | 0.0% |
| 1Y | +18.2% | -3.5% | +21.7% | +18.2% |
| 3Y | +122.6% | +44.6% | +78.0% | +118.2% |
| 5Y | +137.1% | +98.3% | +38.8% | +128.0% |
| All | +137.1% | +95.7% | +41.4% | +128.0% |
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 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