+173.9%
GH vs FROG
+73.1%
+100.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.2% | -4.8% | +4.6% | +0.5% |
| 30D | -2.6% | -0.9% | -1.7% | -3.0% |
| 3M | +25.1% | +7.5% | +17.6% | +22.9% |
| 6M | +78.5% | +107.0% | -28.5% | +59.2% |
| YTD | +59.4% | +39.8% | +19.6% | +41.6% |
| 1Y | +173.9% | +74.8% | +99.0% | +148.2% |
| All | +173.9% | +73.1% | +100.8% | +148.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling