-54.5%
GTLB vs FWONK
+82.3%
-136.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.1% |
| 7D | -4.1% | -1.5% | -2.5% | -3.1% |
| 30D | +12.3% | -6.8% | +19.1% | +17.6% |
| 3M | +65.9% | +7.7% | +58.2% | +57.1% |
| 6M | +104.0% | +11.0% | +93.0% | +88.4% |
| YTD | +26.0% | -3.1% | +29.1% | +27.1% |
| 1Y | -3.5% | -3.5% | 0.0% | -3.4% |
| 3Y | -9.6% | +44.6% | -54.3% | -38.0% |
| All | -54.5% | +82.3% | -136.8% | -75.8% |
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