-92.0%
FRMI vs GLXY
-58.7%
-33.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -5.3% | +32.0% | +29.3% |
| 7D | +66.2% | +5.3% | +61.0% | +60.9% |
| 30D | -17.4% | -19.8% | +2.4% | -9.3% |
| 3M | -60.5% | -31.4% | -29.1% | -53.2% |
| 6M | -56.5% | -53.3% | -3.2% | -40.6% |
| YTD | -67.4% | -35.7% | -31.7% | -64.1% |
| 1Y | -85.1% | -47.2% | -37.9% | -81.7% |
| All | -92.0% | -58.7% | -33.3% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling