+34.6%
FROG vs GFI
+270.6%
-236.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -0.5% | -4.9% | +4.4% | 0.0% |
| 30D | +1.3% | +10.7% | -9.4% | +0.3% |
| 3M | +11.1% | +25.6% | -14.5% | +8.6% |
| 6M | +108.3% | -8.3% | +116.6% | +108.3% |
| YTD | +39.6% | +6.3% | +33.3% | +36.9% |
| 1Y | +74.7% | +22.1% | +52.7% | +68.7% |
| 3Y | +224.1% | +289.2% | -65.1% | +177.4% |
| 5Y | +138.4% | +531.7% | -393.3% | +92.8% |
| All | +34.6% | +270.6% | -236.0% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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