-44.6%
GPN vs FROG
+22.9%
-67.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.3% |
| 7D | +0.8% | -11.3% | +12.1% | +2.3% |
| 30D | +5.8% | +3.6% | +2.1% | +5.0% |
| 3M | +37.0% | +1.7% | +35.3% | +35.8% |
| 6M | +20.1% | +123.5% | -103.4% | +6.1% |
| YTD | +20.4% | +40.2% | -19.8% | +12.3% |
| 1Y | +7.4% | +81.0% | -73.6% | -4.4% |
| 3Y | -26.1% | +194.8% | -220.9% | -41.6% |
| 5Y | -38.5% | +131.8% | -170.3% | -53.3% |
| All | -44.6% | +22.9% | -67.5% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling