+7.4%
GPN vs FROG
+83.7%
-76.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.0% |
| 7D | +0.8% | -11.3% | +12.1% | +1.5% |
| 30D | +5.8% | +3.6% | +2.1% | +5.5% |
| 3M | +37.0% | +1.7% | +35.3% | +36.8% |
| 6M | +20.1% | +123.5% | -103.4% | +16.0% |
| YTD | +20.4% | +40.2% | -19.8% | +18.5% |
| 1Y | +7.4% | +81.0% | -73.6% | +4.7% |
| All | +7.4% | +83.7% | -76.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling