+8.2%
GD vs FROG
+83.7%
-75.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -2.5% |
| 7D | +3.0% | -14.1% | +17.0% | +3.3% |
| 30D | +10.5% | -11.8% | +22.3% | +10.7% |
| 3M | -5.0% | +0.1% | -5.1% | -5.2% |
| 6M | +5.5% | +64.2% | -58.7% | +2.8% |
| YTD | +10.3% | +38.2% | -27.9% | +7.2% |
| 1Y | +8.2% | +85.4% | -77.2% | +1.7% |
| All | +8.2% | +83.7% | -75.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling