+139.3%
GS vs FROG
+160.8%
-21.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -4.8% |
| 7D | -3.2% | +7.0% | -10.2% | -4.7% |
| 30D | -2.4% | +2.9% | -5.3% | -3.6% |
| 3M | -15.7% | +21.6% | -37.3% | -19.1% |
| 6M | -6.8% | +87.7% | -94.4% | -16.6% |
| YTD | -0.1% | +61.7% | -61.7% | -9.9% |
| 1Y | +12.1% | +113.7% | -101.6% | -4.2% |
| 3Y | +185.8% | +267.7% | -82.0% | +113.6% |
| All | +139.3% | +160.8% | -21.4% | +79.4% |
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