-84.3%
FRMI vs GGLL
+65.4%
-149.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.7% | +5.4% |
| 7D | +2.4% | -4.8% | +7.2% | +2.6% |
| 30D | -17.3% | -13.7% | -3.6% | -16.7% |
| 3M | -17.2% | -21.9% | +4.7% | -14.5% |
| 6M | -43.4% | +11.7% | -55.0% | -44.8% |
| YTD | -36.0% | +2.3% | -38.3% | -38.1% |
| All | -84.3% | +65.4% | -149.7% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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