+277.3%
GLW vs FROG
+41.7%
+235.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +35.3% | -32.7% | -1.3% |
| 7D | -13.9% | +7.0% | -20.9% | -15.0% |
| 30D | -35.0% | +2.9% | -37.9% | -35.6% |
| 3M | -32.4% | +21.6% | -54.0% | -34.4% |
| 6M | -41.3% | +87.7% | -129.0% | -45.7% |
| YTD | +21.8% | +61.7% | -39.8% | +13.4% |
| 1Y | +21.8% | +113.7% | -91.8% | +9.3% |
| 3Y | +307.7% | +267.7% | +39.9% | +231.6% |
| 5Y | +213.7% | +158.8% | +54.9% | +151.3% |
| All | +277.3% | +41.7% | +235.7% | +209.8% |
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