+113.7%
FROG vs GGLL
-19.4%
+133.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.4% | +33.9% | +35.2% |
| 7D | +7.0% | +3.1% | +3.9% | +6.8% |
| 30D | +2.9% | -36.3% | +39.2% | +6.2% |
| 3M | +21.6% | -40.4% | +62.0% | +25.8% |
| 6M | +87.7% | -54.6% | +142.3% | +95.7% |
| YTD | +61.7% | -31.1% | +92.8% | +62.2% |
| 1Y | +113.7% | -19.2% | +132.9% | +112.9% |
| All | +113.7% | -19.4% | +133.1% | +112.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling