-56.5%
FRMI vs GPC
+25.0%
-81.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.4% | +26.3% | +26.7% |
| 7D | +66.2% | +0.4% | +65.8% | +66.2% |
| 30D | -17.4% | -6.3% | -11.1% | -17.0% |
| 3M | -60.5% | -8.2% | -52.3% | -60.4% |
| 6M | -56.5% | +27.1% | -83.6% | -57.7% |
| All | -56.5% | +25.0% | -81.5% | -57.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling