+167.4%
FROG vs GPC
+3.6%
+163.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.3% | +36.6% | +35.6% |
| 7D | +7.0% | +1.6% | +5.4% | +6.4% |
| 30D | +2.9% | -2.1% | +5.0% | +2.9% |
| 3M | +21.6% | -6.8% | +28.4% | +23.1% |
| 6M | +87.7% | +18.6% | +69.1% | +75.4% |
| YTD | +61.7% | +2.7% | +59.0% | +57.9% |
| 1Y | +113.7% | +1.8% | +111.9% | +109.0% |
| 3Y | +267.7% | +1.1% | +266.7% | +244.3% |
| All | +167.4% | +3.6% | +163.8% | +123.1% |
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 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