+36.8%
FROG vs GRMN
+206.8%
-170.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -2.2% | -1.8% | -0.4% | -1.5% |
| 30D | +3.0% | -12.1% | +15.1% | +8.0% |
| 3M | +10.3% | +18.0% | -7.7% | +2.8% |
| 6M | +116.7% | +13.7% | +103.0% | +103.9% |
| YTD | +41.9% | +35.3% | +6.6% | +22.6% |
| 1Y | +78.5% | +17.2% | +61.3% | +63.6% |
| 3Y | +224.1% | +179.6% | +44.5% | +69.7% |
| 5Y | +142.4% | +75.6% | +66.9% | +52.2% |
| All | +36.8% | +206.8% | -170.0% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GRMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling