-17.4%
GIS vs FRMI
-93.1%
+75.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.6% | +15.8% | +4.7% |
| 7D | +8.5% | -39.7% | +48.2% | +6.2% |
| 30D | +15.3% | -55.2% | +70.5% | +11.9% |
| 3M | +0.9% | -71.2% | +72.1% | -3.4% |
| 6M | +7.9% | -64.1% | +72.0% | +4.2% |
| YTD | -17.6% | -77.2% | +59.7% | -21.0% |
| 1Y | -17.4% | -93.2% | +75.8% | -24.5% |
| All | -17.4% | -93.1% | +75.7% | -24.5% |
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