+606.0%
GH vs FROG
+307.0%
+299.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +3.8% |
| 7D | -7.0% | +27.1% | -34.1% | -12.2% |
| 30D | -5.2% | +5.8% | -11.0% | -7.1% |
| 3M | -5.8% | +20.8% | -26.6% | -10.9% |
| 6M | +65.9% | +53.3% | +12.6% | +47.6% |
| YTD | +55.5% | +73.2% | -17.7% | +30.9% |
| 1Y | +64.2% | +80.3% | -16.1% | +36.5% |
| 3Y | +606.0% | +318.3% | +287.7% | +269.4% |
| All | +606.0% | +307.0% | +299.0% | +269.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling