+24.5%
GLD vs FROG
+83.7%
-59.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | -0.5% | -11.3% | +10.8% | -0.3% |
| 30D | +4.4% | +3.6% | +0.8% | +4.5% |
| 3M | -1.1% | +1.7% | -2.8% | -1.1% |
| 6M | -13.8% | +123.5% | -137.3% | -13.1% |
| YTD | +2.6% | +40.2% | -37.6% | +3.5% |
| 1Y | +24.5% | +81.0% | -56.5% | +25.3% |
| All | +24.5% | +83.7% | -59.2% | +25.3% |
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 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