-93.7%
FRMI vs FGI
+41.0%
-134.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +6.2% | +7.6% | +14.1% |
| 7D | +34.6% | +13.5% | +21.1% | +35.3% |
| 30D | -44.6% | +17.1% | -61.7% | -44.2% |
| 3M | -72.9% | +78.0% | -150.9% | -70.8% |
| 6M | -62.3% | +46.4% | -108.8% | -59.4% |
| YTD | -74.3% | +47.7% | -122.0% | -74.0% |
| 1Y | -90.5% | +56.8% | -147.3% | -89.3% |
| All | -93.7% | +41.0% | -134.7% | -92.5% |
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