-19.5%
GRAB vs FROG
+224.1%
-243.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -12.0% | -2.2% | -9.8% | -11.7% |
| 30D | -19.5% | +3.0% | -22.5% | -20.1% |
| 3M | -8.0% | +10.3% | -18.3% | -9.6% |
| 6M | -22.2% | +116.7% | -138.9% | -31.2% |
| YTD | -39.7% | +41.9% | -81.6% | -43.6% |
| 1Y | -43.2% | +78.5% | -121.7% | -49.1% |
| All | -19.5% | +224.1% | -243.7% | -39.7% |
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