+103.2%
GLD vs FROG
+274.0%
-170.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +35.3% | -36.1% | -1.0% |
| 7D | +4.7% | +7.0% | -2.3% | +4.7% |
| 30D | -0.9% | +2.9% | -3.8% | -0.8% |
| 3M | -4.4% | +21.6% | -26.0% | -4.5% |
| 6M | -13.6% | +87.7% | -101.2% | -13.6% |
| YTD | -6.0% | +61.7% | -67.7% | -5.9% |
| 1Y | +1.8% | +113.7% | -111.9% | +1.6% |
| 3Y | +103.2% | +267.7% | -164.6% | +95.5% |
| All | +103.2% | +274.0% | -170.8% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling