+8.0%
GE vs FRMI
-78.1%
+86.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -4.0% | +7.4% | -11.4% | -4.2% |
| 30D | -11.4% | -27.6% | +16.2% | -10.8% |
| 3M | -2.6% | -20.9% | +18.2% | -2.5% |
| 6M | -0.3% | -36.6% | +36.3% | +0.1% |
| YTD | +5.4% | -31.3% | +36.6% | +5.7% |
| All | +8.0% | -78.1% | +86.1% | +6.8% |
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