-84.3%
FRMI vs GWRE
-29.6%
-54.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -19.9% | +25.3% | +1.9% |
| 7D | +2.4% | -21.1% | +23.5% | -1.2% |
| 30D | -17.3% | +1.3% | -18.6% | -17.0% |
| 3M | -17.2% | +7.4% | -24.6% | -15.1% |
| 6M | -43.4% | +5.6% | -49.0% | -41.5% |
| YTD | -36.0% | -19.2% | -16.8% | -43.3% |
| All | -84.3% | -29.6% | -54.7% | -86.2% |
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