+494.6%
GS vs FROG
+22.9%
+471.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.4% |
| 7D | +0.9% | -11.3% | +12.2% | +2.2% |
| 30D | -1.6% | +3.6% | -5.2% | -2.2% |
| 3M | -4.5% | +1.7% | -6.1% | -5.2% |
| 6M | +20.9% | +123.5% | -102.7% | +9.3% |
| YTD | +19.9% | +40.2% | -20.4% | +13.2% |
| 1Y | +41.4% | +81.0% | -39.6% | +28.9% |
| 3Y | +239.2% | +194.8% | +44.4% | +185.0% |
| 5Y | +185.0% | +131.8% | +53.2% | +130.2% |
| All | +494.6% | +22.9% | +471.7% | +379.9% |
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