+24.8%
GDX vs FROG
+83.7%
-58.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.4% | +11.4% | +9.2% |
| 7D | +0.8% | -14.1% | +14.8% | +2.1% |
| 30D | -3.2% | -11.8% | +8.5% | -2.3% |
| 3M | +8.6% | +0.1% | +8.4% | +8.2% |
| 6M | -1.2% | +64.2% | -65.4% | -5.9% |
| YTD | -1.4% | +38.2% | -39.6% | -4.4% |
| 1Y | +24.8% | +85.4% | -60.6% | +16.9% |
| All | +24.8% | +83.7% | -58.9% | +16.9% |
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