+201.1%
FROG vs GGLL
+245.5%
-44.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.0% |
| 7D | -11.3% | -4.8% | -6.5% | -10.6% |
| 30D | +3.6% | -13.7% | +17.3% | +6.0% |
| 3M | +1.7% | -21.9% | +23.5% | +5.0% |
| 6M | +123.5% | +11.7% | +111.9% | +112.3% |
| YTD | +40.2% | +2.3% | +38.0% | +34.6% |
| 1Y | +81.0% | +76.2% | +4.8% | +52.8% |
| All | +201.1% | +245.5% | -44.4% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling