-47.0%
GPN vs FROG
+133.6%
-180.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -6.2% | -4.8% | -1.4% | -5.5% |
| 30D | +1.0% | -0.9% | +2.0% | +0.9% |
| 3M | +36.9% | +7.5% | +29.4% | +34.3% |
| 6M | +16.8% | +107.0% | -90.2% | +1.7% |
| YTD | +13.2% | +39.8% | -26.6% | +4.2% |
| 1Y | +1.4% | +74.8% | -73.4% | -11.6% |
| 3Y | -28.6% | +219.3% | -247.9% | -48.8% |
| 5Y | -47.0% | +133.0% | -180.0% | -60.7% |
| All | -47.0% | +133.6% | -180.6% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling