-93.2%
FRMI vs GWW
+55.5%
-148.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.5% | -17.1% | -10.4% |
| 7D | -39.7% | +11.1% | -50.8% | -39.9% |
| 30D | -55.2% | +15.7% | -70.9% | -55.6% |
| 3M | -71.2% | +14.8% | -85.9% | -71.4% |
| 6M | -64.1% | +30.9% | -95.0% | -66.8% |
| YTD | -77.2% | +48.5% | -125.7% | -80.3% |
| 1Y | -93.2% | +57.1% | -150.3% | -93.7% |
| All | -93.2% | +55.5% | -148.6% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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