-84.3%
FRMI vs GWW
+41.0%
-125.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.5% | +5.3% |
| 7D | +2.4% | +1.4% | +1.0% | +2.3% |
| 30D | -17.3% | +3.3% | -20.6% | -17.5% |
| 3M | -17.2% | +2.9% | -20.1% | -18.2% |
| 6M | -43.4% | +15.8% | -59.1% | -45.4% |
| YTD | -36.0% | +32.0% | -68.0% | -34.8% |
| All | -84.3% | +41.0% | -125.3% | -81.0% |
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