-93.2%
FRMI vs GGLL
-11.6%
-81.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.5% | -17.1% | -11.2% |
| 7D | -39.7% | -23.1% | -16.6% | -38.2% |
| 30D | -55.2% | -32.9% | -22.3% | -53.5% |
| 3M | -71.2% | -44.9% | -26.3% | -69.6% |
| 6M | -64.1% | -49.5% | -14.6% | -60.7% |
| YTD | -77.2% | -28.9% | -48.4% | -77.4% |
| 1Y | -93.2% | -12.2% | -81.0% | -93.7% |
| All | -93.2% | -11.6% | -81.5% | -93.7% |
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