-83.1%
FRMI vs GFI
+10.2%
-93.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.8% |
| 7D | +7.4% | -4.9% | +12.3% | +10.6% |
| 30D | -27.6% | +10.7% | -38.4% | -31.8% |
| 3M | -20.9% | +25.6% | -46.5% | -31.8% |
| 6M | -36.6% | -8.3% | -28.3% | -35.0% |
| YTD | -31.3% | +6.3% | -37.6% | -38.1% |
| All | -83.1% | +10.2% | -93.3% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling