+106.0%
GLDM vs FROG
+21.1%
+84.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.7% |
| 7D | -0.3% | -14.1% | +13.8% | -0.1% |
| 30D | -1.9% | -11.8% | +9.9% | -1.7% |
| 3M | -0.4% | +0.1% | -0.5% | -0.4% |
| 6M | -10.1% | +64.2% | -74.3% | -10.6% |
| YTD | -5.8% | +38.2% | -44.1% | -6.3% |
| 1Y | +3.1% | +85.4% | -82.3% | +2.1% |
| 3Y | +103.4% | +221.8% | -118.4% | +98.3% |
| 5Y | +125.5% | +143.6% | -18.0% | +120.2% |
| All | +106.0% | +21.1% | +84.9% | +101.3% |
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