-36.4%
GLXY vs FROG
+150.6%
-187.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +4.3% |
| 7D | -0.5% | +27.1% | -27.7% | -7.4% |
| 30D | -28.6% | +5.8% | -34.4% | -30.2% |
| 3M | -28.1% | +20.8% | -48.9% | -32.1% |
| 6M | -52.0% | +53.3% | -105.3% | -57.1% |
| YTD | -35.1% | +73.2% | -108.3% | -44.3% |
| 1Y | -54.0% | +80.3% | -134.3% | -60.6% |
| All | -36.4% | +150.6% | -187.0% | -46.9% |
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