-83.1%
FRMI vs GWRE
-38.9%
-44.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.2% |
| 7D | +7.4% | -13.2% | +20.7% | +4.7% |
| 30D | -27.6% | -18.6% | -9.1% | -29.9% |
| 3M | -20.9% | +18.9% | -39.8% | -21.1% |
| 6M | -36.6% | -11.0% | -25.6% | -35.5% |
| YTD | -31.3% | -29.9% | -1.4% | -40.7% |
| All | -83.1% | -38.9% | -44.2% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling