+64.5%
GSK vs FWONK
+276.3%
-211.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -5.4% | -1.5% | -3.9% | -5.2% |
| 30D | -4.6% | -6.8% | +2.2% | -3.6% |
| 3M | -5.1% | +7.7% | -12.8% | -6.3% |
| 6M | -11.4% | +11.0% | -22.4% | -13.0% |
| YTD | +0.7% | -3.1% | +3.8% | +0.9% |
| 1Y | +23.0% | -3.5% | +26.5% | +23.2% |
| 3Y | +48.0% | +44.6% | +3.4% | +37.3% |
| 5Y | +48.2% | +98.3% | -50.0% | +28.8% |
| 10Y | +80.0% | +339.3% | -259.3% | +31.8% |
| All | +64.5% | +276.3% | -211.8% | +16.6% |
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 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