-93.2%
FRMI vs GEN
+20.2%
-113.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.0% | -14.5% | -10.6% |
| 7D | -39.7% | +26.9% | -66.6% | -40.6% |
| 30D | -55.2% | +38.6% | -93.8% | -56.2% |
| 3M | -71.2% | +9.7% | -80.9% | -71.6% |
| 6M | -64.1% | +58.9% | -123.0% | -68.1% |
| YTD | -77.2% | +15.3% | -92.6% | -81.8% |
| 1Y | -93.2% | +21.8% | -115.0% | -94.2% |
| All | -93.2% | +20.2% | -113.3% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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