-83.1%
FRMI vs GPC
-0.1%
-83.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +7.4% | -3.2% | +10.6% | +7.7% |
| 30D | -27.6% | +0.5% | -28.2% | -27.8% |
| 3M | -20.9% | +31.7% | -52.6% | -25.6% |
| 6M | -36.6% | +24.7% | -61.3% | -40.4% |
| YTD | -31.3% | +11.8% | -43.0% | -28.8% |
| All | -83.1% | -0.1% | -83.0% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling