+55.9%
FROG vs GEN
+58.3%
-2.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.6% | +38.0% | +36.4% |
| 7D | +7.0% | +2.3% | +4.7% | +5.4% |
| 30D | +2.9% | +33.1% | -30.2% | -10.6% |
| 3M | +21.6% | +6.5% | +15.1% | +16.3% |
| 6M | +87.7% | +53.8% | +33.9% | +53.8% |
| YTD | +61.7% | +11.2% | +50.4% | +49.5% |
| 1Y | +113.7% | +19.4% | +94.3% | +92.8% |
| 3Y | +267.7% | +81.0% | +186.7% | +184.8% |
| 5Y | +158.8% | +33.4% | +125.3% | +113.7% |
| All | +55.9% | +58.3% | -2.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 all: compounded portfolio wealth divided by compounded GEN 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…
all analysis · Full analysis span regression · 6 months rolling