-83.4%
FRMI vs GPC
+0.3%
-83.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | +10.9% | -1.8% | +12.7% | +11.0% |
| 30D | -24.3% | +0.1% | -24.4% | -24.4% |
| 3M | -21.8% | +37.4% | -59.1% | -27.1% |
| 6M | -33.0% | +25.4% | -58.5% | -37.1% |
| YTD | -32.6% | +12.2% | -44.8% | -30.3% |
| All | -83.4% | +0.3% | -83.7% | -84.9% |
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