-84.3%
FRMI vs GTLB
+10.7%
-95.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.3% | +5.3% |
| 7D | +2.4% | +11.1% | -8.7% | +2.0% |
| 30D | -17.3% | +37.8% | -55.1% | -18.3% |
| 3M | -17.2% | +61.6% | -78.7% | -18.8% |
| 6M | -43.4% | +98.9% | -142.3% | -46.4% |
| YTD | -36.0% | +32.8% | -68.8% | -35.6% |
| All | -84.3% | +10.7% | -95.0% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling