-84.3%
FRMI vs GFI
+15.9%
-100.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +6.3% |
| 7D | +2.4% | +3.1% | -0.7% | +0.4% |
| 30D | -17.3% | +27.1% | -44.4% | -28.7% |
| 3M | -17.2% | +21.2% | -38.3% | -27.3% |
| 6M | -43.4% | -4.5% | -38.9% | -43.4% |
| YTD | -36.0% | +11.7% | -47.7% | -44.0% |
| All | -84.3% | +15.9% | -100.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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