+518.8%
GEV vs FROG
+145.2%
+373.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.8% | -4.4% | +0.5% |
| 7D | -3.0% | +26.8% | -29.8% | -7.0% |
| 30D | -18.9% | +10.6% | -29.5% | -20.7% |
| 3M | -20.1% | +27.2% | -47.3% | -24.1% |
| 6M | -24.6% | +58.7% | -83.3% | -31.3% |
| YTD | +24.0% | +75.3% | -51.4% | +8.8% |
| 1Y | +40.6% | +71.1% | -30.4% | +23.9% |
| All | +518.8% | +145.2% | +373.6% | +390.5% |
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