+12.6%
GFS vs FROG
+118.5%
-105.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +35.3% | -29.1% | +2.0% |
| 7D | -7.8% | +7.0% | -14.8% | -9.4% |
| 30D | -19.7% | +2.9% | -22.5% | -20.8% |
| 3M | -23.1% | +21.6% | -44.7% | -25.3% |
| 6M | -46.4% | +87.7% | -134.0% | -49.6% |
| YTD | +11.0% | +61.7% | -50.6% | +4.2% |
| 1Y | +12.6% | +113.7% | -101.0% | +5.4% |
| All | +12.6% | +118.5% | -105.9% | +5.4% |
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