+298.7%
GLW vs FROG
+45.3%
+253.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -2.8% |
| 7D | -11.1% | +17.0% | -28.1% | -12.9% |
| 30D | -28.4% | +1.3% | -29.7% | -28.9% |
| 3M | -28.8% | +17.5% | -46.3% | -30.6% |
| 6M | -39.8% | +46.8% | -86.6% | -42.7% |
| YTD | +28.7% | +65.8% | -37.0% | +19.6% |
| 1Y | +27.7% | +61.0% | -33.3% | +18.9% |
| 3Y | +331.3% | +296.7% | +34.6% | +247.9% |
| 5Y | +233.4% | +177.8% | +55.6% | +165.9% |
| All | +298.7% | +45.3% | +253.4% | +226.6% |
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 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