+290.5%
GME vs FWONK
+340.2%
-49.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.7% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | +14.1% | -7.7% | +21.8% | +16.8% |
| 3M | -4.6% | +5.7% | -10.4% | -6.4% |
| 6M | -13.5% | +13.5% | -27.0% | -17.2% |
| YTD | +5.3% | -3.0% | +8.3% | +5.5% |
| 1Y | -14.9% | -6.4% | -8.5% | -14.0% |
| 3Y | +24.3% | +43.8% | -19.6% | +6.5% |
| 5Y | -55.6% | +98.6% | -154.1% | -65.3% |
| All | +290.5% | +340.2% | -49.7% | +130.7% |
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 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