+33.9%
FROG vs GPC
+55.8%
-21.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.3% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | +1.2% | +39.2% | -37.9% | -7.4% |
| 6M | +113.7% | +18.2% | +95.4% | +103.5% |
| YTD | +38.9% | +12.1% | +26.8% | +34.2% |
| 1Y | +72.0% | -0.7% | +72.6% | +71.5% |
| 3Y | +217.1% | -1.7% | +218.8% | +208.4% |
| 5Y | +130.6% | +29.3% | +101.3% | +113.9% |
| All | +33.9% | +55.8% | -21.9% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling