+33.9%
FROG vs GFI
+287.8%
-253.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -5.5% | +5.7% | -11.2% | -6.0% |
| 30D | -3.1% | +15.6% | -18.7% | -4.5% |
| 3M | +1.2% | +31.5% | -30.3% | -1.5% |
| 6M | +113.7% | -3.7% | +117.4% | +112.7% |
| YTD | +38.9% | +11.2% | +27.6% | +35.7% |
| 1Y | +72.0% | +36.4% | +35.6% | +64.4% |
| 3Y | +217.1% | +313.5% | -96.4% | +169.9% |
| 5Y | +130.6% | +528.0% | -397.4% | +86.2% |
| All | +33.9% | +287.8% | -253.9% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling