+130.6%
FROG vs GAP
+9.4%
+121.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -5.5% | +1.7% | -7.2% | -5.8% |
| 30D | -3.1% | +9.3% | -12.4% | -4.9% |
| 3M | +1.2% | +6.1% | -4.9% | -0.4% |
| 6M | +113.7% | -2.3% | +116.0% | +110.6% |
| YTD | +38.9% | -10.6% | +49.5% | +38.4% |
| 1Y | +72.0% | -4.4% | +76.4% | +68.4% |
| 3Y | +217.1% | +118.3% | +98.8% | +135.7% |
| 5Y | +130.6% | +12.2% | +118.4% | +79.7% |
| All | +130.6% | +9.4% | +121.2% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling