+103.4%
GLD vs FROG
+195.3%
-91.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.8% |
| 7D | -5.5% | +48.2% | -53.7% | -5.9% |
| 30D | -7.0% | +11.4% | -18.4% | -7.1% |
| 3M | -12.4% | +28.5% | -40.9% | -12.6% |
| 6M | -18.0% | +63.7% | -81.8% | -18.4% |
| YTD | -10.5% | +77.1% | -87.5% | -10.9% |
| 1Y | -8.1% | +79.3% | -87.4% | -8.5% |
| 3Y | +97.7% | +323.8% | -226.1% | +93.5% |
| 5Y | +103.4% | +198.9% | -95.5% | +96.1% |
| All | +103.4% | +195.3% | -91.9% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling