+58.2%
GH vs FROG
+22.5%
+35.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -0.2% | -4.8% | +4.6% | +1.7% |
| 30D | -2.6% | -0.9% | -1.7% | -3.5% |
| 3M | +25.1% | +7.5% | +17.6% | +19.2% |
| 6M | +78.5% | +107.0% | -28.5% | +28.0% |
| YTD | +59.4% | +39.8% | +19.6% | +29.5% |
| 1Y | +173.9% | +74.8% | +99.0% | +95.7% |
| 3Y | +382.7% | +219.3% | +163.5% | +124.5% |
| 5Y | +24.4% | +133.0% | -108.6% | -40.8% |
| All | +58.2% | +22.5% | +35.7% | -20.5% |
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