-83.1%
FRMI vs GME
-22.4%
-60.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.5% |
| 7D | +7.4% | +10.4% | -3.0% | +5.9% |
| 30D | -27.6% | +14.1% | -41.7% | -29.1% |
| 3M | -20.9% | -4.6% | -16.2% | -20.3% |
| 6M | -36.6% | -13.5% | -23.1% | -34.2% |
| YTD | -31.3% | +5.3% | -36.6% | -32.1% |
| All | -83.1% | -22.4% | -60.7% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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