+35.2%
FROG vs GRMN
+212.2%
-177.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | -11.3% | -2.9% | -8.4% | -10.3% |
| 30D | +3.6% | -8.4% | +12.1% | +7.2% |
| 3M | +1.7% | +15.0% | -13.3% | -4.3% |
| 6M | +123.5% | +11.2% | +112.3% | +112.1% |
| YTD | +40.2% | +37.7% | +2.6% | +20.4% |
| 1Y | +81.0% | +18.5% | +62.5% | +65.3% |
| 3Y | +194.8% | +175.8% | +18.9% | +56.8% |
| 5Y | +131.8% | +75.1% | +56.7% | +46.0% |
| All | +35.2% | +212.2% | -177.0% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling