+240.4%
GS vs FWONK
+43.1%
+197.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +3.4% | -2.1% | +5.5% | +3.9% |
| 30D | +0.2% | -7.7% | +7.9% | +2.2% |
| 3M | -0.3% | +9.3% | -9.6% | -3.4% |
| 6M | +27.4% | +13.3% | +14.0% | +21.5% |
| YTD | +19.6% | -3.6% | +23.3% | +20.4% |
| 1Y | +42.5% | -6.8% | +49.2% | +45.0% |
| 3Y | +240.4% | +43.9% | +196.6% | +210.3% |
| All | +240.4% | +43.1% | +197.3% | +210.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling