-71.2%
GRAB vs FROG
+136.9%
-208.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | -10.8% | -0.5% | -10.3% | -10.7% |
| 30D | -15.5% | +1.3% | -16.8% | -16.3% |
| 3M | -9.0% | +11.1% | -20.0% | -12.7% |
| 6M | -21.6% | +108.3% | -129.9% | -38.8% |
| YTD | -38.9% | +39.6% | -78.5% | -47.4% |
| 1Y | -44.8% | +74.7% | -119.6% | -56.7% |
| 3Y | -18.4% | +224.1% | -242.5% | -56.1% |
| All | -71.2% | +136.9% | -208.1% | -84.8% |
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