-83.4%
FRMI vs GME
-25.2%
-58.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.9% |
| 7D | +10.9% | +6.0% | +4.9% | +9.9% |
| 30D | -24.3% | +8.3% | -32.6% | -25.3% |
| 3M | -21.8% | -9.1% | -12.7% | -20.6% |
| 6M | -33.0% | -16.3% | -16.7% | -30.2% |
| YTD | -32.6% | +1.5% | -34.2% | -33.1% |
| All | -83.4% | -25.2% | -58.3% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling