+109.9%
GLDM vs FROG
+51.8%
+58.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.3% | +1.8% |
| 7D | +5.0% | +27.1% | -22.1% | +4.6% |
| 30D | -1.3% | +5.8% | -7.1% | -1.4% |
| 3M | -4.7% | +20.8% | -25.5% | -5.0% |
| 6M | -12.4% | +53.3% | -65.7% | -12.9% |
| YTD | -4.1% | +73.2% | -77.3% | -4.8% |
| 1Y | +3.3% | +80.3% | -77.0% | +2.5% |
| 3Y | +110.9% | +318.3% | -207.4% | +104.9% |
| 5Y | +124.8% | +179.9% | -55.1% | +119.3% |
| All | +109.9% | +51.8% | +58.1% | +104.5% |
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 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