+46.7%
GSK vs FROG
+125.4%
-78.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | -4.2% | -5.5% | +1.3% | -4.2% |
| 30D | -7.5% | -3.1% | -4.4% | -7.5% |
| 3M | -3.3% | +1.2% | -4.5% | -3.3% |
| 6M | -9.3% | +113.7% | -123.0% | -10.1% |
| YTD | +1.6% | +38.9% | -37.3% | +1.2% |
| 1Y | +25.5% | +72.0% | -46.5% | +24.4% |
| 3Y | +49.3% | +217.1% | -167.9% | +43.7% |
| 5Y | +46.7% | +130.6% | -83.9% | +40.1% |
| All | +46.7% | +125.4% | -78.7% | +40.1% |
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