+397.5%
GS vs FROG
+4.7%
+392.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.6% | +7.2% | -4.9% |
| 7D | -6.3% | -24.5% | +18.2% | -3.6% |
| 30D | -3.1% | -24.3% | +21.1% | -0.5% |
| 3M | -17.7% | -11.7% | -5.9% | -17.1% |
| 6M | -4.6% | +37.1% | -41.7% | -9.0% |
| YTD | +0.3% | +19.5% | -19.2% | -4.0% |
| 1Y | +11.7% | +61.8% | -50.1% | +2.6% |
| 3Y | +183.6% | +178.1% | +5.4% | +139.6% |
| 5Y | +141.0% | +91.2% | +49.7% | +97.0% |
| All | +397.5% | +4.7% | +392.7% | +306.6% |
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