-82.4%
FRMI vs GGLL
+65.3%
-147.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.1% | +11.6% | +11.5% |
| 7D | +23.3% | +1.9% | +21.5% | +23.2% |
| 30D | -7.6% | -9.7% | +2.1% | -7.4% |
| 3M | +0.2% | -18.0% | +18.2% | +2.2% |
| 6M | -28.7% | +15.3% | -44.0% | -30.6% |
| YTD | -28.6% | +2.2% | -30.8% | -31.0% |
| All | -82.4% | +65.3% | -147.8% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling