+313.1%
FROG vs GPC
+0.5%
+312.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +5.9% |
| 7D | +26.8% | -2.1% | +28.9% | +27.2% |
| 30D | +10.6% | -4.5% | +15.1% | +11.2% |
| 3M | +27.2% | -7.7% | +34.9% | +28.5% |
| 6M | +58.7% | +24.3% | +34.4% | +49.9% |
| YTD | +75.3% | +3.5% | +71.9% | +73.6% |
| 1Y | +71.1% | +0.7% | +70.3% | +70.2% |
| All | +313.1% | +0.5% | +312.6% | +291.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling