+8.6%
GE vs FRMI
-78.0%
+86.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.3% | -2.8% |
| 7D | -1.2% | +15.9% | -17.2% | -1.6% |
| 30D | -11.3% | -6.0% | -5.3% | -11.2% |
| 3M | -1.4% | -1.6% | +0.2% | -1.6% |
| 6M | +1.2% | -30.7% | +31.9% | +1.5% |
| YTD | +5.9% | -30.9% | +36.8% | +6.3% |
| All | +8.6% | -78.0% | +86.6% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling