+437.1%
GS vs FWONK
+282.7%
+154.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.9% |
| 7D | +5.1% | +2.7% | +2.4% | +4.1% |
| 30D | +2.4% | +17.7% | -15.2% | -3.8% |
| 3M | -11.5% | +5.6% | -17.1% | -13.7% |
| 6M | -2.5% | +20.7% | -23.2% | -10.1% |
| YTD | +5.5% | +11.1% | -5.6% | -0.3% |
| 1Y | +11.0% | +7.7% | +3.3% | +6.2% |
| 3Y | +200.1% | +61.3% | +138.8% | +142.0% |
| 5Y | +154.7% | +93.2% | +61.5% | +85.8% |
| All | +437.1% | +282.7% | +154.4% | +179.8% |
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