+56.9%
GH vs FROG
+22.9%
+33.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +1.5% |
| 7D | -0.1% | -11.3% | +11.2% | +4.2% |
| 30D | -1.1% | +3.6% | -4.7% | -3.6% |
| 3M | +21.3% | +1.7% | +19.6% | +17.9% |
| 6M | +73.5% | +123.5% | -50.0% | +20.6% |
| YTD | +58.0% | +40.2% | +17.8% | +28.3% |
| 1Y | +163.1% | +81.0% | +82.1% | +84.9% |
| 3Y | +361.0% | +194.8% | +166.3% | +124.2% |
| 5Y | +22.5% | +131.8% | -109.3% | -41.6% |
| All | +56.9% | +22.9% | +33.9% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling