+404.4%
FROG vs GGLL
+194.0%
+210.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | +17.0% | +5.1% | +11.9% | +16.0% |
| 30D | +1.3% | -35.5% | +36.8% | +9.9% |
| 3M | +17.5% | -39.2% | +56.6% | +28.6% |
| 6M | +46.8% | -54.4% | +101.1% | +68.1% |
| YTD | +65.8% | -29.8% | +95.6% | +68.7% |
| 1Y | +61.0% | -20.4% | +81.4% | +58.2% |
| 3Y | +296.7% | +149.7% | +147.0% | +155.4% |
| All | +404.4% | +194.0% | +210.3% | +208.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling