+129.7%
GLDM vs FROG
+198.7%
-69.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.9% |
| 7D | -0.5% | -11.3% | +10.7% | -0.4% |
| 30D | +4.4% | +3.6% | +0.8% | +4.4% |
| 3M | -1.1% | +1.7% | -2.7% | -1.1% |
| 6M | -13.7% | +123.5% | -137.2% | -13.5% |
| YTD | +2.8% | +40.2% | -37.5% | +3.0% |
| 1Y | +24.8% | +81.0% | -56.1% | +25.0% |
| All | +129.7% | +198.7% | -69.0% | +125.9% |
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