-34.7%
GFS vs FROG
+160.8%
-195.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +35.3% | -29.1% | -2.1% |
| 7D | -7.8% | +7.0% | -14.8% | -10.2% |
| 30D | -19.7% | +2.9% | -22.5% | -21.3% |
| 3M | -23.1% | +21.6% | -44.7% | -28.3% |
| 6M | -46.4% | +87.7% | -134.0% | -56.0% |
| YTD | +11.0% | +61.7% | -50.6% | -7.8% |
| 1Y | +12.6% | +113.7% | -101.0% | -15.1% |
| 3Y | -24.9% | +267.7% | -292.7% | -56.6% |
| All | -34.7% | +160.8% | -195.5% | -62.9% |
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