+104.1%
GLD vs FROG
+4.7%
+99.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.6% | +14.4% | +1.0% |
| 7D | +1.9% | -24.5% | +26.4% | +2.3% |
| 30D | -1.8% | -24.3% | +22.5% | -1.4% |
| 3M | -3.6% | -11.7% | +8.1% | -3.5% |
| 6M | -10.2% | +37.1% | -47.4% | -10.6% |
| YTD | -5.3% | +19.5% | -24.7% | -5.5% |
| 1Y | +2.5% | +61.8% | -59.3% | +1.6% |
| 3Y | +103.2% | +178.1% | -74.9% | +98.3% |
| 5Y | +121.1% | +91.2% | +29.8% | +116.6% |
| All | +104.1% | +4.7% | +99.4% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling