+5.9%
GD vs FRMI
-94.2%
+100.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -0.6% |
| 7D | -5.0% | -39.8% | +34.9% | -5.1% |
| 30D | +8.9% | -60.5% | +69.4% | +8.7% |
| 3M | -8.0% | -74.6% | +66.6% | -8.1% |
| 6M | +2.9% | -71.8% | +74.7% | +2.4% |
| YTD | +7.1% | -80.4% | +87.4% | +6.9% |
| 1Y | +5.9% | -93.9% | +99.8% | +7.5% |
| All | +5.9% | -94.2% | +100.1% | +7.5% |
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