-12.3%
GFS vs FROG
+232.9%
-245.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.1% | -2.2% | +3.2% |
| 7D | -3.1% | +27.1% | -30.2% | -9.4% |
| 30D | -16.0% | +5.8% | -21.8% | -18.3% |
| 3M | -24.7% | +20.8% | -45.5% | -29.7% |
| 6M | -45.1% | +53.3% | -98.5% | -52.4% |
| YTD | +16.5% | +73.2% | -56.7% | -5.2% |
| 1Y | +19.3% | +80.3% | -61.0% | -4.2% |
| 3Y | -20.0% | +318.3% | -338.3% | -55.8% |
| 5Y | -32.0% | +179.9% | -211.9% | -58.0% |
| All | -12.3% | +232.9% | -245.2% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling