+236.3%
GDXJ vs FROG
+133.6%
+102.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.3% |
| 7D | +0.9% | -4.8% | +5.7% | +1.6% |
| 30D | +8.8% | -0.9% | +9.8% | +8.8% |
| 3M | +29.8% | +7.5% | +22.4% | +28.1% |
| 6M | -5.8% | +107.0% | -112.8% | -15.2% |
| YTD | +13.6% | +39.8% | -26.2% | +6.7% |
| 1Y | +54.5% | +74.8% | -20.3% | +40.0% |
| 3Y | +301.4% | +219.3% | +82.1% | +217.8% |
| 5Y | +236.3% | +133.0% | +103.4% | +168.2% |
| All | +236.3% | +133.6% | +102.7% | +168.2% |
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