-24.9%
GIS vs FRMI
-78.1%
+53.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.2% |
| 7D | -6.4% | +7.4% | -13.8% | -6.1% |
| 30D | -6.1% | -27.6% | +21.5% | -6.8% |
| 3M | +7.8% | -20.9% | +28.7% | +7.5% |
| 6M | -8.8% | -36.6% | +27.8% | -9.5% |
| YTD | -19.1% | -31.3% | +12.1% | -19.2% |
| All | -24.9% | -78.1% | +53.2% | -26.8% |
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