-17.4%
GIS vs FROG
+83.7%
-101.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.6% | +5.1% |
| 7D | +8.5% | -14.1% | +22.5% | +7.9% |
| 30D | +15.3% | -11.8% | +27.1% | +14.9% |
| 3M | +0.9% | +0.1% | +0.8% | +1.0% |
| 6M | +7.9% | +64.2% | -56.3% | +8.9% |
| YTD | -17.6% | +38.2% | -55.8% | -16.5% |
| 1Y | -17.4% | +85.4% | -102.8% | -17.2% |
| All | -17.4% | +83.7% | -101.1% | -17.2% |
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 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