+153.8%
GH vs FRMI
-78.6%
+232.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.2% |
| 7D | -1.2% | +10.9% | -12.2% | -1.7% |
| 30D | -3.7% | -24.3% | +20.6% | -2.6% |
| 3M | +21.7% | -21.8% | +43.4% | +22.2% |
| 6M | +75.7% | -33.0% | +108.8% | +76.0% |
| YTD | +55.7% | -32.6% | +88.3% | +55.2% |
| All | +153.8% | -78.6% | +232.4% | +158.3% |
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