+410.2%
GLW vs FROG
+198.7%
+211.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +6.0% |
| 7D | +3.8% | -11.3% | +15.0% | +4.9% |
| 30D | -1.3% | +3.6% | -5.0% | -1.8% |
| 3M | -21.8% | +1.7% | -23.5% | -22.1% |
| 6M | +6.9% | +123.5% | -116.6% | +0.2% |
| YTD | +77.2% | +40.2% | +36.9% | +71.6% |
| 1Y | +123.2% | +81.0% | +42.3% | +109.6% |
| All | +410.2% | +198.7% | +211.6% | +323.4% |
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