+18.2%
GS vs FRMI
-93.9%
+112.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +1.0% |
| 7D | +1.6% | -24.3% | +25.9% | +3.5% |
| 30D | +1.7% | -55.1% | +56.8% | +7.2% |
| 3M | -11.6% | -73.8% | +62.2% | -3.6% |
| 6M | -1.9% | -70.6% | +68.7% | +5.0% |
| YTD | +5.1% | -80.8% | +85.8% | +14.5% |
| 1Y | +16.4% | -93.9% | +110.3% | +34.6% |
| All | +18.2% | -93.9% | +112.0% | +37.9% |
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 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