+212.7%
GDX vs FROG
+335.2%
-122.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -3.0% | -0.5% |
| 7D | -6.8% | +12.5% | -19.3% | -7.6% |
| 30D | -2.1% | +23.5% | -25.6% | -4.2% |
| 3M | -7.5% | +19.4% | -26.9% | -9.3% |
| 6M | -15.2% | +77.0% | -92.2% | -19.6% |
| YTD | -4.8% | +81.9% | -86.7% | -10.8% |
| 1Y | +6.7% | +90.7% | -83.9% | -0.4% |
| 3Y | +212.7% | +328.5% | -115.8% | +156.8% |
| All | +212.7% | +335.2% | -122.5% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling