+44.1%
GDXJ vs FROG
+76.4%
-32.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.2% |
| 7D | -6.2% | -2.2% | -4.1% | -6.0% |
| 30D | +4.6% | +3.0% | +1.7% | +4.3% |
| 3M | +31.3% | +10.3% | +21.0% | +29.6% |
| 6M | -10.7% | +116.7% | -127.4% | -17.6% |
| YTD | +9.1% | +41.9% | -32.9% | +5.2% |
| 1Y | +44.1% | +78.5% | -34.4% | +36.1% |
| All | +44.1% | +76.4% | -32.3% | +36.1% |
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