+13.3%
GLD vs FRMI
-78.0%
+91.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.1% |
| 7D | +0.1% | +15.9% | -15.8% | -0.7% |
| 30D | +0.2% | -6.0% | +6.2% | +0.3% |
| 3M | +3.2% | -1.6% | +4.8% | +2.5% |
| 6M | -14.6% | -30.7% | +16.1% | -14.2% |
| YTD | +1.8% | -30.9% | +32.7% | +2.2% |
| All | +13.3% | -78.0% | +91.3% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling