-82.4%
FRMI vs GAP
+7.8%
-90.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.2% | +11.7% | +11.5% |
| 7D | +23.3% | +1.7% | +21.6% | +23.3% |
| 30D | -7.6% | +9.3% | -16.9% | -8.2% |
| 3M | +0.2% | +6.1% | -5.9% | -0.2% |
| 6M | -28.7% | -2.3% | -26.4% | -28.8% |
| YTD | -28.6% | -10.6% | -18.0% | -27.7% |
| All | -82.4% | +7.8% | -90.2% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling