+426.9%
FROG vs GGLL
+195.8%
+231.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +6.6% |
| 7D | +27.1% | +6.3% | +20.8% | +25.7% |
| 30D | +5.8% | -35.1% | +40.9% | +14.7% |
| 3M | +20.8% | -37.7% | +58.5% | +31.6% |
| 6M | +53.3% | -54.1% | +107.4% | +75.4% |
| YTD | +73.2% | -29.4% | +102.6% | +76.0% |
| 1Y | +80.3% | -13.4% | +93.7% | +73.6% |
| 3Y | +318.3% | +158.3% | +160.0% | +166.2% |
| All | +426.9% | +195.8% | +231.1% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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