-93.2%
FRMI vs GAP
+10.4%
-103.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +8.0% | -18.6% | -11.0% |
| 7D | -39.7% | +8.0% | -47.7% | -40.0% |
| 30D | -55.2% | +2.7% | -57.9% | -55.2% |
| 3M | -71.2% | +16.0% | -87.2% | -71.3% |
| 6M | -64.1% | +2.0% | -66.1% | -63.6% |
| YTD | -77.2% | -4.4% | -72.8% | -77.2% |
| 1Y | -93.2% | +9.2% | -102.4% | -93.7% |
| All | -93.2% | +10.4% | -103.6% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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