-83.1%
FRMI vs GLXY
-29.9%
-53.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | +7.4% | -7.3% | +14.8% | +11.4% |
| 30D | -27.6% | +15.7% | -43.4% | -32.6% |
| 3M | -20.9% | -26.7% | +5.8% | -10.7% |
| 6M | -36.6% | +13.7% | -50.3% | -43.9% |
| YTD | -31.3% | +9.1% | -40.4% | -40.8% |
| All | -83.1% | -29.9% | -53.1% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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