-95.2%
FRMI vs GGLL
+11.4%
-106.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.5% |
| 7D | -39.8% | +3.1% | -42.9% | -40.0% |
| 30D | -60.5% | -36.3% | -24.1% | -58.7% |
| 3M | -74.6% | -40.4% | -34.3% | -73.5% |
| 6M | -71.8% | -54.6% | -17.1% | -68.7% |
| YTD | -80.4% | -31.1% | -49.2% | -80.2% |
| 1Y | -93.9% | -19.2% | -74.7% | -94.2% |
| All | -95.2% | +11.4% | -106.6% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling