+359.0%
GLW vs FROG
+323.8%
+35.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +15.5% | +48.2% | -32.7% | +10.8% |
| 30D | -19.6% | +11.4% | -31.0% | -20.9% |
| 3M | -28.5% | +28.5% | -57.0% | -30.6% |
| 6M | -39.5% | +63.7% | -103.2% | -42.2% |
| YTD | +37.2% | +77.1% | -39.9% | +30.0% |
| 1Y | +35.4% | +79.3% | -43.9% | +28.1% |
| All | +359.0% | +323.8% | +35.3% | +282.1% |
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