+25.2%
GFS vs FRMI
-90.8%
+116.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.8% | -14.3% | -2.2% |
| 7D | +17.2% | +34.6% | -17.4% | +12.7% |
| 30D | -8.7% | -44.6% | +35.9% | -3.8% |
| 3M | -19.7% | -72.9% | +53.2% | -8.8% |
| 6M | -40.7% | -62.3% | +21.6% | -35.3% |
| YTD | +22.5% | -74.3% | +96.8% | +36.1% |
| 1Y | +25.2% | -90.5% | +115.8% | +50.1% |
| All | +25.2% | -90.8% | +116.0% | +50.1% |
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