-0.9%
GD vs FRMI
-45.9%
+45.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -1.7% |
| 7D | -5.3% | +2.4% | -7.7% | -5.2% |
| 30D | -6.4% | -17.3% | +10.9% | -6.6% |
| 3M | +5.7% | -17.2% | +22.9% | +5.5% |
| 6M | -0.9% | -43.4% | +42.4% | -1.5% |
| All | -0.9% | -45.9% | +45.0% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling