+229.6%
FROG vs GNRC
+57.0%
+172.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.0% |
| 7D | -2.2% | -0.7% | -1.4% | -2.1% |
| 30D | +3.0% | -15.8% | +18.8% | +6.2% |
| 3M | +10.3% | -24.0% | +34.3% | +14.7% |
| 6M | +116.7% | -13.8% | +130.5% | +116.4% |
| YTD | +41.9% | +33.2% | +8.7% | +24.0% |
| 1Y | +78.5% | -1.8% | +80.3% | +69.7% |
| All | +229.6% | +57.0% | +172.5% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling