+81.0%
FROG vs GPC
+0.2%
+80.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.7% | -3.4% |
| 7D | -11.3% | +0.4% | -11.7% | -11.3% |
| 30D | +3.6% | +5.1% | -1.5% | +2.7% |
| 3M | +1.7% | +41.5% | -39.9% | -4.8% |
| 6M | +123.5% | +21.8% | +101.7% | +117.7% |
| YTD | +40.2% | +14.6% | +25.7% | +45.7% |
| 1Y | +81.0% | +1.3% | +79.7% | +91.7% |
| All | +81.0% | +0.2% | +80.8% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling