+181.6%
GM vs FROG
+21.7%
+159.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.1% |
| 7D | +0.4% | -5.5% | +5.9% | +1.0% |
| 30D | -1.8% | -3.1% | +1.3% | -1.7% |
| 3M | +2.6% | +1.2% | +1.4% | +1.8% |
| 6M | +14.6% | +113.7% | -99.1% | +3.1% |
| YTD | +6.2% | +38.9% | -32.7% | -0.1% |
| 1Y | +48.7% | +72.0% | -23.3% | +35.0% |
| 3Y | +168.3% | +217.1% | -48.8% | +113.2% |
| 5Y | +82.8% | +130.6% | -47.8% | +38.6% |
| All | +181.6% | +21.7% | +159.9% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling