+37.1%
FROG vs FGI
+1.9%
+35.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | 0.0% | -13.5% | -13.6% |
| 7D | -24.5% | -11.6% | -12.9% | -24.0% |
| 30D | -24.3% | -3.3% | -21.0% | -24.2% |
| 3M | -11.7% | +65.6% | -77.3% | -15.5% |
| 6M | +37.1% | -2.8% | +39.9% | +26.8% |
| All | +37.1% | +1.9% | +35.3% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 6mo: compounded portfolio wealth divided by compounded FGI 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…
6mo analysis · Full analysis span regression · 6 months rolling