+34.6%
FROG vs GNRC
-0.1%
+34.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.4% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +1.3% | -15.7% | +17.1% | +5.8% |
| 3M | +11.1% | -27.3% | +38.4% | +19.5% |
| 6M | +108.3% | -12.1% | +120.4% | +109.1% |
| YTD | +39.6% | +37.1% | +2.5% | +20.4% |
| 1Y | +74.7% | -0.5% | +75.2% | +65.2% |
| 3Y | +224.1% | +61.5% | +162.6% | +152.5% |
| 5Y | +138.4% | -58.6% | +197.0% | +164.2% |
| All | +34.6% | -0.1% | +34.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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