+605.5%
GS vs FWONK
+330.0%
+275.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +5.9% | +2.5% | +3.3% | +5.0% |
| 30D | +4.3% | +20.0% | -15.6% | -2.3% |
| 3M | -11.7% | +5.2% | -16.8% | -13.6% |
| 6M | -3.2% | +18.7% | -21.9% | -9.6% |
| YTD | +5.8% | +10.7% | -4.9% | +0.6% |
| 1Y | +16.0% | +8.2% | +7.8% | +11.1% |
| 3Y | +199.8% | +64.6% | +135.2% | +144.8% |
| 5Y | +155.5% | +92.5% | +63.0% | +92.7% |
| 10Y | +452.7% | +285.3% | +167.4% | +207.4% |
| All | +605.5% | +330.0% | +275.5% | +249.9% |
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