-83.0%
FRMI vs GEN
+7.2%
-90.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +15.9% | -2.9% | +18.8% | +15.9% |
| 30D | -6.0% | +2.1% | -8.0% | -6.1% |
| 3M | -1.6% | +19.7% | -21.3% | -4.0% |
| 6M | -30.7% | +33.3% | -64.0% | -35.7% |
| YTD | -30.9% | +11.1% | -42.0% | -47.0% |
| All | -83.0% | +7.2% | -90.2% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling