+76.7%
GSK vs FWONK
+340.2%
-263.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -3.4% | -7.7% | +4.3% | -2.3% |
| 3M | -8.1% | +5.7% | -13.8% | -9.0% |
| 6M | -11.1% | +13.5% | -24.6% | -13.0% |
| YTD | +0.7% | -3.0% | +3.7% | +0.9% |
| 1Y | +20.1% | -6.4% | +26.6% | +20.9% |
| 3Y | +46.1% | +43.8% | +2.3% | +35.7% |
| 5Y | +48.2% | +98.6% | -50.3% | +28.6% |
| All | +76.7% | +340.2% | -263.5% | +40.2% |
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