+421.1%
GS vs FROG
+45.3%
+375.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.9% |
| 7D | +1.6% | +17.0% | -15.4% | -0.5% |
| 30D | +1.7% | +1.3% | +0.4% | +0.8% |
| 3M | -11.6% | +17.5% | -29.1% | -14.0% |
| 6M | -1.9% | +46.8% | -48.7% | -7.2% |
| YTD | +5.1% | +65.8% | -60.7% | -3.3% |
| 1Y | +16.4% | +61.0% | -44.6% | +7.4% |
| 3Y | +199.0% | +296.7% | -97.8% | +142.5% |
| 5Y | +157.4% | +177.8% | -20.4% | +102.7% |
| All | +421.1% | +45.3% | +375.8% | +309.8% |
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