-92.0%
FRMI vs GEN
+9.5%
-101.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +2.4% | +24.3% | +26.7% |
| 7D | +66.2% | +2.0% | +64.2% | +66.1% |
| 30D | -17.4% | +27.7% | -45.1% | -17.9% |
| 3M | -60.5% | +3.3% | -63.7% | -60.8% |
| 6M | -56.5% | +31.8% | -88.3% | -58.4% |
| YTD | -67.4% | +13.5% | -80.9% | -75.1% |
| 1Y | -85.1% | +16.0% | -101.1% | -88.2% |
| All | -92.0% | +9.5% | -101.5% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling