-19.8%
GIS vs FRMI
-79.6%
+59.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.3% | -7.8% | -2.3% |
| 7D | -7.8% | +2.4% | -10.2% | -7.7% |
| 30D | +6.6% | -17.3% | +23.9% | +6.1% |
| 3M | +21.0% | -17.2% | +38.1% | +20.6% |
| 6M | -9.1% | -43.4% | +34.3% | -10.1% |
| YTD | -13.6% | -36.0% | +22.4% | -14.0% |
| All | -19.8% | -79.6% | +59.8% | -22.0% |
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