+81.6%
GM vs FROG
+136.2%
-54.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | -3.4% | +3.0% | -6.4% | -4.1% |
| 3M | +8.7% | +10.3% | -1.6% | +6.3% |
| 6M | +15.4% | +116.7% | -101.3% | +0.8% |
| YTD | +6.6% | +41.9% | -35.3% | -1.6% |
| 1Y | +51.5% | +78.5% | -27.0% | +33.1% |
| 3Y | +169.3% | +224.1% | -54.8% | +94.2% |
| 5Y | +81.6% | +142.4% | -60.9% | +27.5% |
| All | +81.6% | +136.2% | -54.7% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling