-54.8%
GTLB vs FWONK
+82.6%
-137.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.8% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | +15.1% | -7.7% | +22.9% | +21.5% |
| 3M | +65.5% | +5.7% | +59.7% | +58.7% |
| 6M | +102.9% | +13.5% | +89.4% | +84.5% |
| YTD | +25.2% | -3.0% | +28.2% | +26.2% |
| 1Y | -5.5% | -6.4% | +0.9% | -3.0% |
| 3Y | -10.9% | +43.8% | -54.7% | -38.5% |
| All | -54.8% | +82.6% | -137.4% | -76.0% |
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