-20.0%
GFS vs FROG
+307.0%
-327.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.1% | -2.2% | +3.6% |
| 7D | -3.1% | +27.1% | -30.2% | -7.6% |
| 30D | -16.0% | +5.8% | -21.8% | -17.7% |
| 3M | -24.7% | +20.8% | -45.5% | -28.2% |
| 6M | -45.1% | +53.3% | -98.5% | -50.2% |
| YTD | +16.5% | +73.2% | -56.7% | +1.6% |
| 1Y | +19.3% | +80.3% | -61.0% | +3.1% |
| 3Y | -20.0% | +318.3% | -338.3% | -50.1% |
| All | -20.0% | +307.0% | -327.0% | -50.1% |
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