-29.3%
GFS vs FROG
+170.5%
-199.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +1.3% |
| 7D | -5.3% | +17.0% | -22.3% | -9.6% |
| 30D | -15.8% | +1.3% | -17.1% | -17.2% |
| 3M | -18.6% | +17.5% | -36.1% | -23.5% |
| 6M | -45.0% | +46.8% | -91.8% | -51.6% |
| YTD | +16.8% | +65.8% | -49.0% | -3.6% |
| 1Y | +17.8% | +61.0% | -43.2% | -2.1% |
| 3Y | -21.5% | +296.7% | -318.3% | -55.6% |
| 5Y | -29.3% | +177.8% | -207.2% | -60.7% |
| All | -29.3% | +170.5% | -199.9% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling