+214.6%
GLD vs FWONK
+274.4%
-59.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | +0.7% | -2.1% | +2.8% | +0.8% |
| 30D | +0.3% | -7.7% | +8.0% | +0.3% |
| 3M | +0.6% | +9.3% | -8.7% | +0.6% |
| 6M | -15.6% | +13.3% | -28.9% | -15.6% |
| YTD | +0.9% | -3.6% | +4.5% | +0.8% |
| 1Y | +19.4% | -6.8% | +26.1% | +19.3% |
| 3Y | +124.5% | +43.9% | +80.6% | +124.8% |
| 5Y | +138.9% | +94.4% | +44.5% | +140.4% |
| 10Y | +213.3% | +353.8% | -140.5% | +225.6% |
| All | +214.6% | +274.4% | -59.8% | +234.0% |
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 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