+17.7%
GFS vs FROG
+83.7%
-66.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -5.7% |
| 7D | -12.5% | -14.1% | +1.6% | -11.5% |
| 30D | -16.9% | -11.8% | -5.2% | -16.2% |
| 3M | -22.3% | +0.1% | -22.4% | -22.4% |
| 6M | -40.2% | +64.2% | -104.4% | -42.4% |
| YTD | +16.0% | +38.2% | -22.3% | +11.6% |
| 1Y | +17.7% | +85.4% | -67.7% | +13.8% |
| All | +17.7% | +83.7% | -66.0% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling