-24.9%
GFS vs FROG
+274.0%
-298.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +35.3% | -29.1% | +0.2% |
| 7D | -7.8% | +7.0% | -14.8% | -9.6% |
| 30D | -19.7% | +2.9% | -22.5% | -20.9% |
| 3M | -23.1% | +21.6% | -44.7% | -26.7% |
| 6M | -46.4% | +87.7% | -134.0% | -53.2% |
| YTD | +11.0% | +61.7% | -50.6% | -1.8% |
| 1Y | +12.6% | +113.7% | -101.0% | -7.0% |
| 3Y | -24.9% | +267.7% | -292.7% | -48.3% |
| All | -24.9% | +274.0% | -298.9% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling