-54.5%
GTLB vs FROG
+225.3%
-279.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -3.5% | +48.2% | -51.7% | -27.0% |
| 30D | -9.0% | +11.4% | -20.4% | -19.6% |
| 3M | +15.9% | +28.5% | -12.7% | -7.5% |
| 6M | +104.9% | +63.7% | +41.1% | +39.0% |
| YTD | +26.0% | +77.1% | -51.1% | -23.7% |
| 1Y | +1.8% | +79.3% | -77.6% | -39.4% |
| 3Y | +6.0% | +323.8% | -317.8% | -73.5% |
| 5Y | -62.2% | +198.9% | -261.1% | -90.1% |
| All | -54.5% | +225.3% | -279.8% | -88.3% |
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