-94.4%
FRMI vs FGI
+32.8%
-127.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +5.9% | +11.7% | +17.8% |
| 7D | -0.5% | +6.9% | -7.4% | -0.3% |
| 30D | -44.3% | +3.9% | -48.2% | -44.2% |
| 3M | -74.6% | +74.3% | -148.9% | -72.7% |
| 6M | -66.3% | +28.9% | -95.2% | -63.8% |
| YTD | -77.4% | +39.1% | -116.5% | -77.2% |
| 1Y | -91.7% | +49.3% | -141.1% | -90.6% |
| All | -94.4% | +32.8% | -127.3% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling