+105.9%
GILD vs FROG
+218.8%
-112.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | +5.8% | +1.3% | +4.5% | +5.8% |
| 3M | +14.9% | +11.1% | +3.8% | +15.1% |
| 6M | -0.4% | +108.3% | -108.7% | +0.1% |
| YTD | +18.5% | +39.6% | -21.0% | +19.4% |
| 1Y | +25.1% | +74.7% | -49.6% | +25.7% |
| 3Y | +105.9% | +224.1% | -118.2% | +97.3% |
| All | +105.9% | +218.8% | -112.9% | +97.3% |
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