-83.1%
FRMI vs GTLB
+4.4%
-87.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +7.4% | -5.7% | +13.1% | +7.5% |
| 30D | -27.6% | +15.1% | -42.8% | -28.0% |
| 3M | -20.9% | +65.5% | -86.3% | -22.8% |
| 6M | -36.6% | +102.9% | -139.5% | -41.1% |
| YTD | -31.3% | +25.2% | -56.5% | -30.8% |
| All | -83.1% | +4.4% | -87.5% | -81.1% |
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