-93.2%
FRMI vs FGI
+38.7%
-131.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.0% | -5.6% | -10.7% |
| 7D | -39.7% | +3.3% | -43.1% | -39.6% |
| 30D | -55.2% | -2.0% | -53.1% | -55.2% |
| 3M | -71.2% | +60.3% | -131.4% | -69.7% |
| 6M | -64.1% | +0.7% | -64.8% | -61.8% |
| YTD | -77.2% | +30.2% | -107.4% | -78.7% |
| 1Y | -93.2% | +44.4% | -137.5% | -93.8% |
| All | -93.2% | +38.7% | -131.9% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling