+152.3%
GDX vs FROG
+195.3%
-43.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.0% |
| 7D | -4.6% | +48.2% | -52.8% | -8.3% |
| 30D | -6.2% | +11.4% | -17.6% | -7.7% |
| 3M | -10.0% | +28.5% | -38.6% | -12.9% |
| 6M | -15.8% | +63.7% | -79.5% | -20.6% |
| YTD | -4.6% | +77.1% | -81.7% | -11.7% |
| 1Y | +4.0% | +79.3% | -75.3% | -3.9% |
| 3Y | +211.1% | +323.8% | -112.7% | +152.9% |
| 5Y | +152.3% | +198.9% | -46.7% | +101.8% |
| All | +152.3% | +195.3% | -43.1% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling