-18.1%
GIS vs FROG
+22.9%
-41.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.9% | -2.6% |
| 7D | -7.8% | -11.3% | +3.4% | -8.2% |
| 30D | +6.6% | +3.6% | +2.9% | +6.8% |
| 3M | +21.0% | +1.7% | +19.3% | +21.3% |
| 6M | -9.1% | +123.5% | -132.6% | -6.4% |
| YTD | -13.6% | +40.2% | -53.9% | -12.1% |
| 1Y | -18.0% | +81.0% | -99.0% | -15.8% |
| 3Y | -33.7% | +194.8% | -228.4% | -30.4% |
| 5Y | -19.4% | +131.8% | -151.2% | -14.6% |
| All | -18.1% | +22.9% | -41.0% | -10.6% |
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