+34.8%
FROG vs GAP
+54.1%
-19.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.2% | +1.3% |
| 7D | -4.8% | -3.2% | -1.6% | -4.4% |
| 30D | -0.9% | -0.7% | -0.2% | -1.1% |
| 3M | +7.5% | -0.5% | +7.9% | +7.0% |
| 6M | +107.0% | -5.0% | +112.0% | +105.4% |
| YTD | +39.8% | -14.7% | +54.5% | +40.3% |
| 1Y | +74.8% | -8.6% | +83.5% | +73.1% |
| 3Y | +219.3% | +108.4% | +110.9% | +162.6% |
| 5Y | +133.0% | +5.8% | +127.2% | +87.9% |
| All | +34.8% | +54.1% | -19.4% | -4.4% |
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