+34.8%
GS vs FRMI
-79.6%
+114.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.3% | -0.3% |
| 7D | +0.9% | +2.4% | -1.5% | +0.8% |
| 30D | -1.6% | -17.3% | +15.7% | -0.7% |
| 3M | -4.5% | -17.2% | +12.7% | -4.4% |
| 6M | +20.9% | -43.4% | +64.2% | +23.1% |
| YTD | +19.9% | -36.0% | +55.9% | +20.5% |
| All | +34.8% | -79.6% | +114.4% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling