-93.9%
FRMI vs GGLL
-17.3%
-76.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -53.4% |
| 3M | -73.8% | -39.2% | -34.7% | -72.8% |
| 6M | -70.6% | -54.4% | -16.2% | -67.4% |
| YTD | -80.8% | -29.8% | -50.9% | -80.7% |
| 1Y | -93.9% | -20.4% | -73.5% | -93.9% |
| All | -93.9% | -17.3% | -76.6% | -93.9% |
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 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