+70.7%
FROG vs GAP
+54.5%
+16.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +48.2% | -5.2% | +53.4% | +49.0% |
| 30D | +11.4% | -6.9% | +18.3% | +12.3% |
| 3M | +28.5% | +5.7% | +22.8% | +26.9% |
| 6M | +63.7% | +0.9% | +62.8% | +61.3% |
| YTD | +77.1% | -14.5% | +91.6% | +77.2% |
| 1Y | +79.3% | -12.1% | +91.5% | +78.3% |
| 3Y | +323.8% | +72.2% | +251.6% | +260.1% |
| 5Y | +198.9% | +4.5% | +194.4% | +140.6% |
| All | +70.7% | +54.5% | +16.2% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling