+64.0%
GSK vs FROG
+22.9%
+41.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.9% |
| 7D | -1.8% | -11.3% | +9.5% | -1.8% |
| 30D | -2.2% | +3.6% | -5.8% | -2.2% |
| 3M | -1.8% | +1.7% | -3.5% | -1.9% |
| 6M | -10.6% | +123.5% | -134.1% | -11.4% |
| YTD | +4.4% | +40.2% | -35.8% | +4.0% |
| 1Y | +30.4% | +81.0% | -50.6% | +29.1% |
| 3Y | +60.1% | +194.8% | -134.7% | +55.4% |
| 5Y | +46.8% | +131.8% | -85.0% | +41.3% |
| All | +64.0% | +22.9% | +41.0% | +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 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