-82.4%
FRMI vs GLXY
-22.3%
-60.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.7% | +8.8% | +10.2% |
| 7D | +23.3% | +15.5% | +7.9% | +15.0% |
| 30D | -7.6% | +34.1% | -41.7% | -19.5% |
| 3M | +0.2% | -11.3% | +11.5% | +2.3% |
| 6M | -28.7% | +31.6% | -60.3% | -41.2% |
| YTD | -28.6% | +21.0% | -49.6% | -41.4% |
| All | -82.4% | -22.3% | -60.1% | -84.2% |
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