+85.4%
FROG vs GAP
+10.4%
+75.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.0% | -10.4% | -1.4% |
| 7D | -14.1% | +8.0% | -22.0% | -13.1% |
| 30D | -11.8% | +2.7% | -14.5% | -11.4% |
| 3M | +0.1% | +16.0% | -15.9% | +2.5% |
| 6M | +64.2% | +2.0% | +62.2% | +65.1% |
| YTD | +38.2% | -4.4% | +42.7% | +37.9% |
| 1Y | +85.4% | +9.2% | +76.2% | +78.5% |
| All | +85.4% | +10.4% | +75.0% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling