-90.5%
FRMI vs GGLL
-15.1%
-75.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +3.5% | +10.3% | +13.3% |
| 7D | +34.6% | +11.5% | +23.1% | +33.0% |
| 30D | -44.6% | -31.2% | -13.4% | -43.0% |
| 3M | -72.9% | -28.7% | -44.2% | -72.1% |
| 6M | -62.3% | -47.2% | -15.2% | -59.0% |
| YTD | -74.3% | -24.3% | -50.0% | -74.5% |
| 1Y | -90.5% | -12.0% | -78.5% | -90.5% |
| All | -90.5% | -15.1% | -75.5% | -90.5% |
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 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