+187.0%
GS vs FWONK
+98.5%
+88.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -1.3% |
| 7D | +2.4% | -0.6% | +3.0% | +2.6% |
| 30D | -0.1% | -5.8% | +5.7% | +1.7% |
| 3M | +0.2% | +10.0% | -9.9% | -3.3% |
| 6M | +24.8% | +14.7% | +10.1% | +18.3% |
| YTD | +18.8% | -1.7% | +20.5% | +18.4% |
| 1Y | +37.3% | -4.6% | +41.9% | +38.1% |
| 3Y | +237.9% | +46.7% | +191.2% | +191.8% |
| 5Y | +187.0% | +99.4% | +87.6% | +106.6% |
| All | +187.0% | +98.5% | +88.5% | +106.6% |
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