+36.2%
GOOGL vs FRMI
-78.6%
+114.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -2.8% | +10.9% | -13.7% | -2.9% |
| 30D | -3.2% | -24.3% | +21.1% | -3.1% |
| 3M | -6.6% | -21.8% | +15.2% | -6.6% |
| 6M | +8.5% | -33.0% | +41.5% | +7.9% |
| YTD | +6.5% | -32.6% | +39.1% | +5.8% |
| All | +36.2% | -78.6% | +114.7% | +38.9% |
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