+213.0%
GLDM vs FWONK
+219.4%
-6.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.2% |
| 7D | -2.0% | +12.4% | -14.3% | -2.2% |
| 30D | -4.4% | +18.5% | -22.9% | -4.7% |
| 3M | -8.8% | +8.6% | -17.4% | -9.0% |
| 6M | -15.9% | +19.8% | -35.7% | -16.1% |
| YTD | -7.7% | +12.9% | -20.5% | -8.0% |
| 1Y | -3.6% | +9.0% | -12.6% | -3.9% |
| 3Y | +105.2% | +63.8% | +41.4% | +103.8% |
| 5Y | +112.8% | +95.1% | +17.7% | +111.1% |
| All | +213.0% | +219.4% | -6.4% | +212.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling