+93.8%
GD vs FROG
+160.8%
-67.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +35.3% | -36.0% | -1.8% |
| 7D | -5.0% | +7.0% | -12.0% | -5.3% |
| 30D | +8.9% | +2.9% | +6.0% | +8.6% |
| 3M | -8.0% | +21.6% | -29.7% | -9.0% |
| 6M | +2.9% | +87.7% | -84.8% | -0.3% |
| YTD | +7.1% | +61.7% | -54.6% | +3.8% |
| 1Y | +5.9% | +113.7% | -107.7% | +1.3% |
| 3Y | +53.9% | +267.7% | -213.9% | +42.1% |
| All | +93.8% | +160.8% | -67.0% | +73.4% |
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