+228.9%
GDX vs FROG
+129.7%
+99.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.9% |
| 7D | -0.4% | -11.3% | +10.9% | +0.8% |
| 30D | +18.6% | +3.6% | +15.0% | +18.0% |
| 3M | +14.9% | +1.7% | +13.2% | +14.3% |
| 6M | -6.3% | +123.5% | -129.8% | -14.2% |
| YTD | +15.7% | +40.2% | -24.5% | +10.2% |
| 1Y | +54.8% | +81.0% | -26.2% | +43.0% |
| 3Y | +253.4% | +194.8% | +58.7% | +198.9% |
| All | +228.9% | +129.7% | +99.2% | +170.0% |
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