+318.3%
FROG vs GRMN
+163.9%
+154.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.8% |
| 7D | +27.1% | +6.4% | +20.7% | +25.9% |
| 30D | +5.8% | +8.7% | -2.9% | +4.3% |
| 3M | +20.8% | -5.8% | +26.6% | +21.9% |
| 6M | +53.3% | +22.5% | +30.8% | +48.0% |
| YTD | +73.2% | +45.6% | +27.6% | +59.1% |
| 1Y | +80.3% | +47.5% | +32.8% | +65.1% |
| 3Y | +318.3% | +166.2% | +152.1% | +233.2% |
| All | +318.3% | +163.9% | +154.4% | +233.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling