+9.3%
GEHC vs FROG
+281.0%
-271.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -7.6% | -4.8% | -2.8% | -7.3% |
| 30D | -10.7% | -0.9% | -9.7% | -10.7% |
| 3M | -1.2% | +7.5% | -8.7% | -2.2% |
| 6M | -13.7% | +107.0% | -120.8% | -20.1% |
| YTD | -20.4% | +39.8% | -60.2% | -24.0% |
| 1Y | -17.0% | +74.8% | -91.9% | -23.2% |
| 3Y | +0.9% | +219.3% | -218.3% | -17.7% |
| All | +9.3% | +281.0% | -271.7% | -12.3% |
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