+59.8%
FROG vs GRMN
+226.6%
-166.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.9% |
| 7D | +17.0% | +6.3% | +10.7% | +14.5% |
| 30D | +1.3% | +7.6% | -6.3% | -1.5% |
| 3M | +17.5% | -7.5% | +24.9% | +20.5% |
| 6M | +46.8% | +21.2% | +25.5% | +35.0% |
| YTD | +65.8% | +44.0% | +21.8% | +39.4% |
| 1Y | +61.0% | +44.7% | +16.3% | +35.1% |
| 3Y | +296.7% | +160.5% | +136.2% | +122.1% |
| 5Y | +177.8% | +124.6% | +53.2% | +57.2% |
| All | +59.8% | +226.6% | -166.8% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling