+5.1%
GPN vs FRMI
-78.1%
+83.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | 0.0% |
| 7D | -4.3% | +7.4% | -11.7% | -4.2% |
| 30D | 0.0% | -27.6% | +27.6% | -0.5% |
| 3M | +35.8% | -20.9% | +56.7% | +35.4% |
| 6M | +22.0% | -36.6% | +58.6% | +20.6% |
| YTD | +15.2% | -31.3% | +46.5% | +14.7% |
| All | +5.1% | -78.1% | +83.2% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling