-84.3%
FRMI vs GEN
+10.4%
-94.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +5.4% |
| 7D | +2.4% | -1.2% | +3.6% | +2.4% |
| 30D | -17.3% | +10.1% | -27.4% | -17.8% |
| 3M | -17.2% | +16.1% | -33.2% | -18.4% |
| 6M | -43.4% | +38.9% | -82.2% | -47.5% |
| YTD | -36.0% | +14.4% | -50.4% | -50.9% |
| All | -84.3% | +10.4% | -94.6% | -88.9% |
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