-83.4%
FRMI vs GTLB
+5.1%
-88.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.6% |
| 7D | +10.9% | -4.1% | +15.0% | +11.0% |
| 30D | -24.3% | +12.3% | -36.6% | -24.6% |
| 3M | -21.8% | +65.9% | -87.7% | -23.7% |
| 6M | -33.0% | +104.0% | -137.0% | -37.8% |
| YTD | -32.6% | +26.0% | -58.7% | -32.1% |
| All | -83.4% | +5.1% | -88.5% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling