+97.2%
GD vs FROG
+129.7%
-32.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.6% |
| 7D | -5.3% | -11.3% | +6.0% | -4.8% |
| 30D | -6.4% | +3.6% | -10.1% | -6.6% |
| 3M | +5.7% | +1.7% | +4.0% | +5.4% |
| 6M | -0.9% | +123.5% | -124.5% | -4.7% |
| YTD | +8.2% | +40.2% | -32.1% | +5.7% |
| 1Y | +13.4% | +81.0% | -67.6% | +9.3% |
| 3Y | +68.5% | +194.8% | -126.3% | +57.2% |
| All | +97.2% | +129.7% | -32.5% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling