He is mexican... Froy comes from Froylan or Froilan which is a spanish name, if you look for comments and stuff where he mentions his father you can see mexican culture is really something for him, he has mentioned the food, some slangs. Gutierrez is the 4th most common hispanic surname and it has been stated he is caxcan (google it) which is an indigenous tribe from central Mexico who started mixing with spanish in the 1500's so that may discard the "european blood mexican born father.
He just happen to be really white, remember the american continent has been subject to different immigrstion waves and most ethnicities in these countries do not exist anymore other than the truly native who have preserved it.