+620.7%
GEV vs FROG
+96.1%
+524.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | +3.3% | -11.3% | +14.6% | +5.4% |
| 30D | -7.5% | +3.6% | -11.1% | -8.4% |
| 3M | -2.2% | +1.7% | -3.8% | -3.0% |
| 6M | +12.1% | +123.5% | -111.4% | -5.0% |
| YTD | +44.4% | +40.2% | +4.1% | +32.7% |
| 1Y | +57.7% | +81.0% | -23.3% | +34.8% |
| All | +620.7% | +96.1% | +524.6% | +498.2% |
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