+35.2%
FROG vs GNRC
+0.1%
+35.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -4.0% |
| 7D | -11.3% | +1.9% | -13.2% | -11.7% |
| 30D | +3.6% | -13.8% | +17.5% | +7.6% |
| 3M | +1.7% | -32.6% | +34.3% | +11.5% |
| 6M | +123.5% | -15.2% | +138.7% | +126.7% |
| YTD | +40.2% | +37.4% | +2.9% | +21.0% |
| 1Y | +81.0% | +5.1% | +75.8% | +68.3% |
| 3Y | +194.8% | +57.5% | +137.2% | +131.6% |
| 5Y | +131.8% | -58.7% | +190.5% | +157.3% |
| All | +35.2% | +0.1% | +35.1% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling