+627.7%
GEV vs FROG
+95.5%
+532.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | +3.2% | -4.8% | +8.0% | +4.0% |
| 30D | -4.0% | -0.9% | -3.1% | -4.1% |
| 3M | +3.4% | +7.5% | -4.0% | +1.7% |
| 6M | +14.7% | +107.0% | -92.3% | -1.3% |
| YTD | +45.8% | +39.8% | +6.0% | +34.0% |
| 1Y | +57.4% | +74.8% | -17.4% | +35.8% |
| All | +627.7% | +95.5% | +532.2% | +504.3% |
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 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