+2.6%
GLD vs FRMI
-92.8%
+95.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +17.5% | -18.7% | -2.0% |
| 7D | -2.0% | -0.5% | -1.4% | -2.1% |
| 30D | -4.4% | -44.3% | +39.9% | -1.9% |
| 3M | -8.9% | -74.6% | +65.7% | -2.8% |
| 6M | -16.0% | -66.3% | +50.3% | -12.3% |
| YTD | -7.9% | -77.4% | +69.5% | -2.3% |
| 1Y | -3.9% | -91.7% | +87.9% | +4.4% |
| All | +2.6% | -92.8% | +95.4% | +12.6% |
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