+93.2%
GLD vs FROG
+59.4%
+33.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | +0.1% |
| 7D | -4.6% | +12.5% | -17.1% | -4.7% |
| 30D | -5.5% | +23.5% | -29.0% | -5.8% |
| 3M | -10.9% | +19.4% | -30.3% | -11.2% |
| 6M | -17.4% | +77.0% | -94.4% | -18.1% |
| YTD | -10.3% | +81.9% | -92.2% | -11.1% |
| 1Y | -7.2% | +90.7% | -97.8% | -8.1% |
| 3Y | +96.9% | +328.5% | -231.6% | +91.0% |
| 5Y | +103.8% | +207.0% | -103.3% | +98.2% |
| All | +93.2% | +59.4% | +33.8% | +87.9% |
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