-83.1%
FRMI vs GRMN
+16.0%
-99.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +1.3% |
| 7D | +7.4% | +2.4% | +5.0% | +6.9% |
| 30D | -27.6% | -8.5% | -19.2% | -26.6% |
| 3M | -20.9% | +19.5% | -40.3% | -24.2% |
| 6M | -36.6% | +21.2% | -57.8% | -40.1% |
| YTD | -31.3% | +41.0% | -72.3% | -40.3% |
| All | -83.1% | +16.0% | -99.1% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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