-84.3%
FRMI vs GPC
+2.4%
-86.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -17.3% | +5.1% | -22.4% | -17.7% |
| 3M | -17.2% | +41.5% | -58.7% | -23.2% |
| 6M | -43.4% | +21.8% | -65.2% | -46.3% |
| YTD | -36.0% | +14.6% | -50.6% | -33.9% |
| All | -84.3% | +2.4% | -86.7% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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