+4.8%
GPN vs FRMI
-78.1%
+82.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.3% |
| 7D | -4.6% | +7.4% | -12.0% | -4.4% |
| 30D | -0.3% | -27.6% | +27.4% | -0.8% |
| 3M | +35.4% | -20.9% | +56.3% | +35.0% |
| 6M | +21.7% | -36.6% | +58.3% | +20.3% |
| YTD | +14.9% | -31.3% | +46.1% | +14.4% |
| All | +4.8% | -78.1% | +82.9% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling