+67.0%
FROG vs GPC
+46.0%
+21.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.3% | +4.8% | +6.6% |
| 7D | +27.1% | +0.8% | +26.3% | +26.9% |
| 30D | +5.8% | -1.1% | +6.9% | +5.7% |
| 3M | +20.8% | -6.6% | +27.5% | +22.2% |
| 6M | +53.3% | +22.2% | +31.1% | +44.1% |
| YTD | +73.2% | +5.1% | +68.1% | +69.2% |
| 1Y | +80.3% | +2.8% | +77.5% | +76.9% |
| 3Y | +318.3% | +2.4% | +316.0% | +300.0% |
| 5Y | +179.9% | +7.8% | +172.1% | +161.3% |
| All | +67.0% | +46.0% | +21.0% | +49.8% |
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