+395.7%
GS vs FROG
+41.7%
+354.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -3.9% |
| 7D | -3.2% | +7.0% | -10.2% | -4.4% |
| 30D | -2.4% | +2.9% | -5.3% | -3.4% |
| 3M | -15.7% | +21.6% | -37.3% | -18.4% |
| 6M | -6.8% | +87.7% | -94.4% | -14.4% |
| YTD | -0.1% | +61.7% | -61.7% | -7.8% |
| 1Y | +12.1% | +113.7% | -101.6% | -0.4% |
| 3Y | +185.8% | +267.7% | -82.0% | +133.5% |
| 5Y | +140.1% | +158.8% | -18.7% | +89.4% |
| All | +395.7% | +41.7% | +354.0% | +290.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling