-83.1%
FRMI vs GWW
+36.3%
-119.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +2.0% |
| 7D | +7.4% | -3.4% | +10.8% | +7.4% |
| 30D | -27.6% | -1.9% | -25.7% | -27.7% |
| 3M | -20.9% | -2.4% | -18.5% | -21.4% |
| 6M | -36.6% | +15.7% | -52.3% | -39.0% |
| YTD | -31.3% | +27.6% | -58.8% | -29.9% |
| All | -83.1% | +36.3% | -119.4% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling