+144.1%
GDX vs FROG
+22.3%
+121.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | +6.8% | +1.3% | +5.4% | +6.5% |
| 3M | +24.9% | +11.1% | +13.9% | +23.4% |
| 6M | -4.2% | +108.3% | -112.5% | -10.9% |
| YTD | +13.2% | +39.6% | -26.4% | +8.4% |
| 1Y | +40.2% | +74.7% | -34.5% | +31.1% |
| 3Y | +249.6% | +224.1% | +25.5% | +200.9% |
| 5Y | +230.4% | +138.4% | +92.0% | +181.1% |
| All | +144.1% | +22.3% | +121.8% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling