+125.3%
FROG vs GPC
+30.9%
+94.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.7% |
| 7D | -11.3% | +1.2% | -12.5% | -11.6% |
| 30D | +3.6% | +6.0% | -2.3% | +1.8% |
| 3M | +1.7% | +42.6% | -41.0% | -9.5% |
| 6M | +123.5% | +22.8% | +100.8% | +108.2% |
| YTD | +40.2% | +15.5% | +24.8% | +33.2% |
| 1Y | +81.0% | +2.0% | +78.9% | +79.0% |
| 3Y | +194.8% | -1.4% | +196.2% | +185.9% |
| All | +125.3% | +30.9% | +94.3% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling