-20.1%
GFS vs FROG
+335.2%
-355.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.2% |
| 7D | +7.4% | +12.5% | -5.1% | +5.2% |
| 30D | -15.3% | +23.5% | -38.8% | -19.0% |
| 3M | -21.1% | +19.4% | -40.5% | -24.6% |
| 6M | -44.5% | +77.0% | -121.5% | -50.8% |
| YTD | +19.2% | +81.9% | -62.6% | +3.1% |
| 1Y | +27.2% | +90.7% | -63.4% | +8.8% |
| 3Y | -20.1% | +328.5% | -348.7% | -50.3% |
| All | -20.1% | +335.2% | -355.4% | -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 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