-95.2%
FRMI vs FGI
+23.3%
-118.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.6% |
| 7D | -39.8% | -7.0% | -32.9% | -40.1% |
| 30D | -60.5% | -4.2% | -56.2% | -60.5% |
| 3M | -74.6% | +55.6% | -130.2% | -72.9% |
| 6M | -71.8% | -3.2% | -68.6% | -69.9% |
| YTD | -80.4% | +29.1% | -109.5% | -80.3% |
| 1Y | -93.9% | +51.0% | -144.9% | -92.9% |
| All | -95.2% | +23.3% | -118.5% | -94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling