-83.0%
FRMI vs GTLB
+3.0%
-86.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -3.1% |
| 7D | +15.9% | -6.6% | +22.5% | +16.1% |
| 30D | -6.0% | +13.7% | -19.7% | -6.5% |
| 3M | -1.6% | +52.9% | -54.5% | -3.6% |
| 6M | -30.7% | +88.5% | -119.2% | -34.7% |
| YTD | -30.9% | +23.4% | -54.3% | -30.4% |
| All | -83.0% | +3.0% | -86.0% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling