+142.5%
GLDM vs FWONK
+92.3%
+50.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +0.7% | -2.1% | +2.8% | +0.8% |
| 30D | +0.3% | -7.7% | +8.0% | +0.7% |
| 3M | +0.7% | +9.3% | -8.6% | +0.4% |
| 6M | -15.4% | +13.3% | -28.8% | -15.8% |
| YTD | +1.0% | -3.6% | +4.6% | +1.0% |
| 1Y | +19.7% | -6.8% | +26.5% | +19.8% |
| 3Y | +126.5% | +43.9% | +82.6% | +122.2% |
| 5Y | +142.5% | +94.4% | +48.1% | +133.3% |
| All | +142.5% | +92.3% | +50.2% | +133.3% |
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