-74.4%
GRAB vs FROG
+23.9%
-98.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.1% | -6.6% |
| 7D | -13.9% | -4.8% | -9.1% | -12.7% |
| 30D | -17.2% | -0.9% | -16.2% | -17.5% |
| 3M | -7.9% | +7.5% | -15.3% | -10.9% |
| 6M | -23.2% | +107.0% | -130.2% | -40.0% |
| YTD | -39.1% | +39.8% | -78.9% | -47.7% |
| 1Y | -42.5% | +74.8% | -117.3% | -54.8% |
| 3Y | -18.3% | +219.3% | -237.5% | -54.3% |
| 5Y | -71.7% | +133.0% | -204.7% | -84.0% |
| All | -74.4% | +23.9% | -98.3% | -84.3% |
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