+47.4%
GDX vs FROG
+73.6%
-26.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +4.0% | -5.5% | +9.5% | +4.5% |
| 30D | +9.5% | -3.1% | +12.6% | +9.8% |
| 3M | +25.1% | +1.2% | +23.9% | +24.6% |
| 6M | -2.9% | +113.7% | -116.6% | -9.4% |
| YTD | +14.7% | +38.9% | -24.1% | +11.4% |
| 1Y | +47.4% | +72.0% | -24.6% | +40.4% |
| All | +47.4% | +73.6% | -26.1% | +40.4% |
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 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