+8.7%
GD vs FRMI
-93.4%
+102.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.5% | +2.3% |
| 7D | -3.0% | -24.7% | +21.7% | -3.2% |
| 30D | +9.3% | -51.6% | +60.9% | +8.8% |
| 3M | -7.2% | -73.1% | +65.9% | -7.7% |
| 6M | +5.5% | -68.3% | +73.7% | +4.7% |
| YTD | +9.5% | -79.3% | +88.7% | +9.0% |
| 1Y | +6.4% | -93.2% | +99.6% | +4.7% |
| All | +8.7% | -93.4% | +102.0% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling