+47.3%
GH vs FROG
+182.9%
-135.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +2.5% |
| 7D | -7.0% | +27.1% | -34.1% | -17.4% |
| 30D | -5.2% | +5.8% | -11.0% | -9.9% |
| 3M | -5.8% | +20.8% | -26.6% | -16.6% |
| 6M | +65.9% | +53.3% | +12.6% | +30.0% |
| YTD | +55.5% | +73.2% | -17.7% | +9.4% |
| 1Y | +64.2% | +80.3% | -16.1% | +12.2% |
| 3Y | +606.0% | +318.3% | +287.7% | +133.0% |
| 5Y | +47.3% | +179.9% | -132.6% | -35.4% |
| All | +47.3% | +182.9% | -135.6% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling