+18.6%
GLXY vs FROG
+100.9%
-82.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | +15.5% | -5.5% | +21.0% | +17.0% |
| 30D | +34.1% | -3.1% | +37.2% | +35.0% |
| 3M | -11.3% | +1.2% | -12.6% | -12.2% |
| 6M | +31.6% | +113.7% | -82.1% | +10.2% |
| YTD | +21.0% | +38.9% | -17.9% | +10.8% |
| 1Y | +11.7% | +72.0% | -60.3% | -1.3% |
| All | +18.6% | +100.9% | -82.3% | +5.5% |
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