-47.0%
GPN vs FROG
+24.4%
-71.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.6% |
| 7D | -3.5% | -2.2% | -1.3% | -3.2% |
| 30D | +3.1% | +3.0% | +0.2% | +2.5% |
| 3M | +42.3% | +10.3% | +32.0% | +39.6% |
| 6M | +20.9% | +116.7% | -95.8% | +7.2% |
| YTD | +15.2% | +41.9% | -26.7% | +7.3% |
| 1Y | +5.4% | +78.5% | -73.1% | -5.9% |
| 3Y | -27.4% | +224.1% | -251.5% | -43.5% |
| 5Y | -44.2% | +142.4% | -186.6% | -57.7% |
| All | -47.0% | +24.4% | -71.3% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling