+19.7%
GS vs FRMI
-93.1%
+112.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.6% | +14.1% | +4.3% |
| 7D | +0.3% | -39.7% | +40.0% | +4.0% |
| 30D | +3.9% | -55.2% | +59.0% | +9.7% |
| 3M | -11.4% | -71.2% | +59.7% | -3.9% |
| 6M | +3.7% | -64.1% | +67.8% | +9.6% |
| YTD | +7.1% | -77.2% | +84.4% | +15.6% |
| 1Y | +19.7% | -93.2% | +112.8% | +41.1% |
| All | +19.7% | -93.1% | +112.8% | +41.1% |
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