-55.2%
GLXY vs FROG
+83.7%
-138.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -2.4% | -14.6% | -16.3% |
| 7D | -26.8% | -14.1% | -12.8% | -23.3% |
| 30D | -38.3% | -11.8% | -26.6% | -35.8% |
| 3M | -36.9% | +0.1% | -37.0% | -36.6% |
| 6M | -52.1% | +64.2% | -116.3% | -57.3% |
| YTD | -37.5% | +38.2% | -75.8% | -42.3% |
| 1Y | -55.2% | +85.4% | -140.6% | -62.2% |
| All | -55.2% | +83.7% | -138.9% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling