+633.1%
GS vs FWONK
+339.5%
+293.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | -1.7% | -1.5% | -0.2% | -1.2% |
| 30D | -0.9% | -6.8% | +5.8% | +1.5% |
| 3M | +2.3% | +7.7% | -5.4% | -1.0% |
| 6M | +23.4% | +11.0% | +12.5% | +17.7% |
| YTD | +17.7% | -3.1% | +20.8% | +17.5% |
| 1Y | +35.1% | -3.5% | +38.6% | +34.8% |
| 3Y | +234.9% | +44.6% | +190.3% | +182.8% |
| 5Y | +185.3% | +98.3% | +87.0% | +108.2% |
| All | +633.1% | +339.5% | +293.6% | +324.2% |
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