+21.7%
GPN vs FROG
+83.7%
-62.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.9% |
| 7D | +15.0% | -14.1% | +29.1% | +15.5% |
| 30D | +16.9% | -11.8% | +28.7% | +17.1% |
| 3M | +9.2% | +0.1% | +9.1% | +8.7% |
| 6M | +34.7% | +64.2% | -29.5% | +32.9% |
| YTD | +25.4% | +38.2% | -12.8% | +23.4% |
| 1Y | +21.7% | +85.4% | -63.7% | +19.8% |
| All | +21.7% | +83.7% | -62.0% | +19.8% |
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