+17.7%
GFS vs FRMI
-93.1%
+110.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.6% | +4.6% | -4.8% |
| 7D | -12.5% | -39.7% | +27.2% | -7.8% |
| 30D | -16.9% | -55.2% | +38.2% | -10.1% |
| 3M | -22.3% | -71.2% | +48.9% | -12.0% |
| 6M | -40.2% | -64.1% | +23.9% | -34.1% |
| YTD | +16.0% | -77.2% | +93.2% | +31.0% |
| 1Y | +17.7% | -93.2% | +110.8% | +48.6% |
| All | +17.7% | -93.1% | +110.8% | +48.6% |
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