+35.8%
GFS vs FROG
+83.7%
-47.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.9% |
| 7D | +1.0% | -11.3% | +12.3% | +2.3% |
| 30D | -8.6% | +3.6% | -12.2% | -8.9% |
| 3M | -46.5% | +1.7% | -48.2% | -46.8% |
| 6M | -4.8% | +123.5% | -128.4% | -11.8% |
| YTD | +29.7% | +40.2% | -10.6% | +24.2% |
| 1Y | +35.8% | +81.0% | -45.2% | +28.3% |
| All | +35.8% | +83.7% | -47.9% | +28.3% |
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 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