-2.1%
GLDM vs FROG
+70.9%
-73.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.6% | -2.6% |
| 7D | +2.9% | +17.0% | -14.2% | +2.9% |
| 30D | -3.9% | +1.3% | -5.2% | -3.7% |
| 3M | -8.1% | +17.5% | -25.6% | -7.9% |
| 6M | -14.7% | +46.8% | -61.5% | -14.3% |
| YTD | -6.6% | +65.8% | -72.4% | -5.5% |
| 1Y | -2.1% | +61.0% | -63.0% | -0.6% |
| All | -2.1% | +70.9% | -73.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling