-54.5%
GTLB vs FROG
+222.1%
-276.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.8% | -4.3% | -1.8% |
| 7D | -9.6% | +26.8% | -36.5% | -25.3% |
| 30D | -15.5% | +10.6% | -26.1% | -25.1% |
| 3M | +12.4% | +27.2% | -14.8% | -9.7% |
| 6M | +84.6% | +58.7% | +25.9% | +27.8% |
| YTD | +26.1% | +75.3% | -49.2% | -23.2% |
| 1Y | +1.7% | +71.1% | -69.4% | -37.6% |
| 3Y | +6.1% | +319.6% | -313.5% | -73.4% |
| 5Y | -61.1% | +195.7% | -256.8% | -89.8% |
| All | -54.5% | +222.1% | -276.5% | -88.2% |
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