+59.8%
GSK vs FROG
+22.5%
+37.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -3.6% | -4.8% | +1.2% | -3.6% |
| 30D | -5.9% | -0.9% | -5.0% | -5.9% |
| 3M | -4.3% | +7.5% | -11.7% | -4.3% |
| 6M | -10.8% | +107.0% | -117.8% | -11.6% |
| YTD | +1.8% | +39.8% | -38.0% | +1.4% |
| 1Y | +23.5% | +74.8% | -51.3% | +22.4% |
| 3Y | +49.5% | +219.3% | -169.7% | +44.9% |
| 5Y | +49.7% | +133.0% | -83.3% | +44.1% |
| All | +59.8% | +22.5% | +37.3% | +56.5% |
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