+12.4%
GFS vs FRMI
-93.8%
+106.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +6.0% |
| 7D | -7.8% | -39.8% | +32.0% | -3.8% |
| 30D | -19.7% | -60.5% | +40.8% | -13.5% |
| 3M | -23.1% | -74.6% | +51.5% | -14.3% |
| 6M | -46.4% | -71.8% | +25.4% | -40.7% |
| YTD | +11.0% | -80.4% | +91.4% | +24.4% |
| 1Y | +12.6% | -93.9% | +106.5% | +24.1% |
| All | +12.4% | -93.8% | +106.1% | +22.2% |
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