+37.4%
GILD vs FROG
+83.7%
-46.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.3% |
| 7D | +3.6% | -11.3% | +14.9% | +3.2% |
| 30D | +14.6% | +3.6% | +11.0% | +14.8% |
| 3M | +17.7% | +1.7% | +16.0% | +17.9% |
| 6M | +3.1% | +123.5% | -120.4% | +8.2% |
| YTD | +24.5% | +40.2% | -15.7% | +28.4% |
| 1Y | +37.4% | +81.0% | -43.6% | +45.0% |
| All | +37.4% | +83.7% | -46.3% | +45.0% |
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