+51.0%
GH vs FROG
+45.3%
+5.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.7% |
| 7D | -11.2% | +17.0% | -28.2% | -18.1% |
| 30D | -7.2% | +1.3% | -8.5% | -10.2% |
| 3M | -7.1% | +17.5% | -24.6% | -16.2% |
| 6M | +62.3% | +46.8% | +15.6% | +32.1% |
| YTD | +52.1% | +65.8% | -13.7% | +12.5% |
| 1Y | +58.6% | +61.0% | -2.3% | +18.0% |
| 3Y | +619.9% | +296.7% | +323.1% | +199.8% |
| 5Y | +49.7% | +177.8% | -128.1% | -35.0% |
| All | +51.0% | +45.3% | +5.7% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling