+164.6%
GM vs FROG
+219.3%
-54.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.4% |
| 7D | -1.1% | -4.8% | +3.7% | -0.8% |
| 30D | -4.6% | -0.9% | -3.6% | -4.6% |
| 3M | +0.2% | +7.5% | -7.3% | -0.6% |
| 6M | +12.6% | +107.0% | -94.4% | +5.8% |
| YTD | +3.7% | +39.8% | -36.1% | +0.2% |
| 1Y | +45.6% | +74.8% | -29.2% | +37.0% |
| All | +164.6% | +219.3% | -54.7% | +112.5% |
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 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