+106.3%
GLD vs FROG
+51.8%
+54.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +1.8% |
| 7D | +4.9% | +27.1% | -22.2% | +4.6% |
| 30D | -1.3% | +5.8% | -7.1% | -1.4% |
| 3M | -4.8% | +20.8% | -25.6% | -5.0% |
| 6M | -12.5% | +53.3% | -65.8% | -13.1% |
| YTD | -4.2% | +73.2% | -77.4% | -5.0% |
| 1Y | +3.0% | +80.3% | -77.3% | +2.1% |
| 3Y | +109.1% | +318.3% | -209.2% | +102.9% |
| 5Y | +121.6% | +179.9% | -58.3% | +115.9% |
| All | +106.3% | +51.8% | +54.5% | +100.7% |
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