+62.6%
GSK vs FROG
+274.0%
-211.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +35.3% | -35.5% | +0.4% |
| 7D | +1.7% | +7.0% | -5.3% | +1.8% |
| 30D | +7.0% | +2.9% | +4.2% | +7.2% |
| 3M | -2.7% | +21.6% | -24.3% | -2.3% |
| 6M | +1.4% | +87.7% | -86.2% | +2.2% |
| YTD | +5.3% | +61.7% | -56.3% | +6.2% |
| 1Y | +10.6% | +113.7% | -103.0% | +11.3% |
| 3Y | +62.6% | +267.7% | -205.1% | +60.5% |
| All | +62.6% | +274.0% | -211.4% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling