+30.8%
GFS vs FRMI
-77.3%
+108.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.5% | -11.8% | -1.2% |
| 7D | +2.6% | +23.3% | -20.7% | +0.8% |
| 30D | -16.4% | -7.6% | -8.8% | -16.1% |
| 3M | -41.6% | +0.2% | -41.8% | -41.7% |
| 6M | -3.7% | -28.7% | +25.0% | -2.8% |
| YTD | +29.3% | -28.6% | +57.9% | +30.4% |
| All | +30.8% | -77.3% | +108.1% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling