-93.2%
FRMI vs GWRE
-24.5%
-68.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.9% | -16.5% | -9.4% |
| 7D | -39.7% | +2.2% | -42.0% | -39.3% |
| 30D | -55.2% | +4.5% | -59.7% | -54.7% |
| 3M | -71.2% | +6.4% | -77.6% | -70.5% |
| 6M | -64.1% | +18.8% | -82.9% | -61.9% |
| YTD | -77.2% | -15.1% | -62.1% | -80.2% |
| 1Y | -93.2% | -23.4% | -69.7% | -94.1% |
| All | -93.2% | -24.5% | -68.7% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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