+47.4%
GH vs FROG
+59.4%
-12.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.8% | -3.0% |
| 7D | +0.6% | +12.5% | -11.9% | -3.7% |
| 30D | -6.9% | +23.5% | -30.5% | -16.1% |
| 3M | -4.9% | +19.4% | -24.3% | -14.3% |
| 6M | +54.1% | +77.0% | -22.9% | +16.9% |
| YTD | +48.5% | +81.9% | -33.4% | +6.2% |
| 1Y | +61.2% | +90.7% | -29.5% | +12.2% |
| 3Y | +570.3% | +328.5% | +241.8% | +172.1% |
| 5Y | +46.1% | +207.0% | -160.9% | -38.7% |
| All | +47.4% | +59.4% | -12.0% | -34.8% |
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