Running GPM commands behind a proxy might result in an error.
cURL allows you to set the proxy as an environment variable (http_proxy and https_proxy), without changes needed in Grav.
See http://stackoverflow.com/questions/7559103/how-to-setup-curl-to-permanently-use-a-proxy
But first, if your environment has fopen enabled, you need to turn it off by disabling allow_url_fopen via php.ini.
This is because if fopen is available, Grav automatically uses that over curl.