-95.3%
FRMI vs GGLL
+13.5%
-108.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.6% | -7.2% |
| 7D | -24.3% | +5.1% | -29.4% | -24.7% |
| 30D | -55.1% | -35.5% | -19.6% | -53.2% |
| 3M | -73.8% | -39.2% | -34.7% | -72.7% |
| 6M | -70.6% | -54.4% | -16.2% | -67.3% |
| YTD | -80.8% | -29.8% | -50.9% | -80.7% |
| 1Y | -93.9% | -20.4% | -73.5% | -94.2% |
| All | -95.3% | +13.5% | -108.7% | -95.5% |
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