+142.4%
FROG vs GFI
+515.1%
-372.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.8% |
| 7D | -2.2% | -5.1% | +3.0% | -1.6% |
| 30D | +3.0% | +13.4% | -10.5% | +1.6% |
| 3M | +10.3% | +36.2% | -25.9% | +6.7% |
| 6M | +116.7% | -9.8% | +126.5% | +116.9% |
| YTD | +41.9% | +7.7% | +34.3% | +38.8% |
| 1Y | +78.5% | +27.2% | +51.3% | +70.9% |
| 3Y | +224.1% | +300.3% | -76.2% | +171.0% |
| 5Y | +142.4% | +539.8% | -397.4% | +80.2% |
| All | +142.4% | +515.1% | -372.7% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling