-83.0%
FRMI vs GRMN
+11.3%
-94.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.9% |
| 7D | +15.9% | -1.4% | +17.3% | +16.2% |
| 30D | -6.0% | -13.1% | +7.1% | -3.9% |
| 3M | -1.6% | +14.9% | -16.5% | -5.5% |
| 6M | -30.7% | +13.1% | -43.8% | -33.2% |
| YTD | -30.9% | +35.3% | -66.2% | -39.5% |
| All | -83.0% | +11.3% | -94.3% | -86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling