+33.3%
GFS vs FRMI
-78.0%
+111.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.2% |
| 7D | +4.5% | +15.9% | -11.4% | +3.1% |
| 30D | -8.2% | -6.0% | -2.2% | -8.0% |
| 3M | -38.9% | -1.6% | -37.3% | -38.9% |
| 6M | -2.9% | -30.7% | +27.8% | -1.7% |
| YTD | +31.8% | -30.9% | +62.7% | +33.3% |
| All | +33.3% | -78.0% | +111.3% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling