+930.5%
GE vs FROG
+22.9%
+907.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.4% |
| 7D | -1.6% | -11.3% | +9.7% | -0.6% |
| 30D | -11.6% | +3.6% | -15.2% | -12.1% |
| 3M | +3.0% | +1.7% | +1.3% | +2.4% |
| 6M | -0.5% | +123.5% | -124.0% | -8.9% |
| YTD | +9.7% | +40.2% | -30.5% | +4.5% |
| 1Y | +20.0% | +81.0% | -61.0% | +10.3% |
| 3Y | +275.8% | +194.8% | +81.1% | +217.5% |
| 5Y | +429.1% | +131.8% | +297.3% | +327.8% |
| All | +930.5% | +22.9% | +907.6% | +733.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling