+8.2%
GD vs FRMI
-93.1%
+101.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.6% | +8.0% | -2.6% |
| 7D | +3.0% | -39.7% | +42.7% | +2.8% |
| 30D | +10.5% | -55.2% | +65.7% | +10.3% |
| 3M | -5.0% | -71.2% | +66.2% | -5.0% |
| 6M | +5.5% | -64.1% | +69.6% | +4.9% |
| YTD | +10.3% | -77.2% | +87.6% | +10.1% |
| 1Y | +8.2% | -93.2% | +101.3% | +9.0% |
| All | +8.2% | -93.1% | +101.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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