+17.5%
GFS vs FROG
+78.6%
-61.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.1% | -2.2% | +3.9% |
| 7D | -3.1% | +27.1% | -30.2% | -6.7% |
| 30D | -16.0% | +5.8% | -21.8% | -17.8% |
| 3M | -24.7% | +20.8% | -45.5% | -27.4% |
| 6M | -45.1% | +53.3% | -98.5% | -48.4% |
| YTD | +16.5% | +73.2% | -56.7% | +9.6% |
| All | +17.5% | +78.6% | -61.1% | +12.2% |
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 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