+178.5%
GD vs FROG
+4.7%
+173.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.6% | +11.2% | -2.0% |
| 7D | -3.9% | -24.5% | +20.6% | -3.2% |
| 30D | +8.1% | -24.3% | +32.3% | +8.8% |
| 3M | -6.8% | -11.7% | +4.9% | -6.7% |
| 6M | +3.0% | +37.1% | -34.1% | +1.5% |
| YTD | +7.8% | +19.5% | -11.7% | +6.2% |
| 1Y | +5.8% | +61.8% | -56.0% | +3.1% |
| 3Y | +55.3% | +178.1% | -122.8% | +48.2% |
| 5Y | +96.7% | +91.2% | +5.4% | +85.5% |
| All | +178.5% | +4.7% | +173.8% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling