+12.4%
GS vs FRMI
-93.8%
+106.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -3.2% | -39.8% | +36.6% | +0.2% |
| 30D | -2.4% | -60.5% | +58.0% | +3.8% |
| 3M | -15.7% | -74.6% | +58.9% | -7.9% |
| 6M | -6.8% | -71.8% | +65.0% | +0.1% |
| YTD | -0.1% | -80.4% | +80.3% | +8.7% |
| 1Y | +12.1% | -93.9% | +106.0% | +29.5% |
| All | +12.4% | -93.8% | +106.1% | +31.0% |
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