+14.7%
GTLB vs FROG
+83.7%
-69.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.4% |
| 7D | +11.1% | -11.3% | +22.3% | +16.3% |
| 30D | +37.8% | +3.6% | +34.2% | +35.3% |
| 3M | +61.6% | +1.7% | +59.9% | +59.2% |
| 6M | +98.9% | +123.5% | -24.6% | +46.5% |
| YTD | +32.8% | +40.2% | -7.5% | +9.5% |
| 1Y | +14.7% | +81.0% | -66.3% | -8.1% |
| All | +14.7% | +83.7% | -69.1% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling