+923.7%
GE vs FROG
+21.7%
+902.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +1.2% | -5.5% | +6.7% | +1.6% |
| 30D | -9.5% | -3.1% | -6.4% | -9.5% |
| 3M | +4.1% | +1.2% | +2.9% | +3.5% |
| 6M | +3.9% | +113.7% | -109.7% | -4.4% |
| YTD | +9.0% | +38.9% | -29.8% | +3.9% |
| 1Y | +21.9% | +72.0% | -50.0% | +12.7% |
| 3Y | +281.8% | +217.1% | +64.7% | +220.2% |
| 5Y | +436.7% | +130.6% | +306.1% | +334.4% |
| All | +923.7% | +21.7% | +902.1% | +728.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling