+613.4%
GS vs FWONK
+338.4%
+275.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.1% |
| 7D | -0.1% | +12.4% | -12.5% | -4.3% |
| 30D | +3.7% | +18.5% | -14.8% | -2.5% |
| 3M | -10.0% | +8.6% | -18.5% | -12.9% |
| 6M | -1.0% | +19.8% | -20.8% | -7.9% |
| YTD | +7.0% | +12.9% | -5.9% | +1.0% |
| 1Y | +16.6% | +9.0% | +7.6% | +11.5% |
| 3Y | +204.4% | +63.8% | +140.6% | +149.0% |
| 5Y | +160.0% | +95.1% | +64.9% | +95.2% |
| 10Y | +458.9% | +292.8% | +166.0% | +208.8% |
| All | +613.4% | +338.4% | +275.0% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling