+438.7%
FROG vs GGLL
+217.5%
+221.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.3% |
| 7D | +48.2% | +11.5% | +36.7% | +45.1% |
| 30D | +11.4% | -31.2% | +42.6% | +19.3% |
| 3M | +28.5% | -28.7% | +57.2% | +36.3% |
| 6M | +63.7% | -47.2% | +110.9% | +81.8% |
| YTD | +77.1% | -24.3% | +101.3% | +77.4% |
| 1Y | +79.3% | -12.0% | +91.3% | +72.5% |
| 3Y | +323.8% | +169.6% | +154.1% | +168.6% |
| All | +438.7% | +217.5% | +221.3% | +224.3% |
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