-20.6%
GIS vs FROG
+22.5%
-43.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -8.6% | -4.8% | -3.8% | -8.7% |
| 30D | -0.5% | -0.9% | +0.5% | -0.4% |
| 3M | +11.9% | +7.5% | +4.4% | +12.4% |
| 6M | -11.6% | +107.0% | -118.6% | -9.2% |
| YTD | -16.3% | +39.8% | -56.1% | -14.9% |
| 1Y | -21.8% | +74.8% | -96.6% | -19.7% |
| 3Y | -35.7% | +219.3% | -254.9% | -32.3% |
| 5Y | -22.9% | +133.0% | -155.8% | -18.3% |
| All | -20.6% | +22.5% | -43.1% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling