+31.1%
GDDY vs FROG
+24.4%
+6.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.4% | +2.7% |
| 7D | -7.0% | -2.2% | -4.8% | -6.7% |
| 30D | +6.2% | +3.0% | +3.2% | +5.3% |
| 3M | +20.0% | +10.3% | +9.7% | +16.9% |
| 6M | +6.8% | +116.7% | -109.9% | -8.0% |
| YTD | -22.3% | +41.9% | -64.3% | -29.0% |
| 1Y | -33.5% | +78.5% | -112.0% | -42.3% |
| 3Y | +29.2% | +224.1% | -194.9% | -7.0% |
| 5Y | +28.1% | +142.4% | -114.3% | -8.9% |
| All | +31.1% | +24.4% | +6.7% | -0.5% |
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