+5.9%
GD vs FROG
+118.5%
-112.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +35.3% | -36.0% | -1.3% |
| 7D | -5.0% | +7.0% | -12.0% | -5.1% |
| 30D | +8.9% | +2.9% | +6.0% | +8.8% |
| 3M | -8.0% | +21.6% | -29.7% | -8.7% |
| 6M | +2.9% | +87.7% | -84.8% | +0.1% |
| YTD | +7.1% | +61.7% | -54.6% | +3.8% |
| 1Y | +5.9% | +113.7% | -107.7% | -0.3% |
| All | +5.9% | +118.5% | -112.6% | -0.3% |
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