+1.7%
GTLB vs FROG
+72.4%
-70.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.8% | -4.3% | -0.5% |
| 7D | -9.6% | +26.8% | -36.5% | -18.3% |
| 30D | -15.5% | +10.6% | -26.1% | -19.4% |
| 3M | +12.4% | +27.2% | -14.8% | -0.2% |
| 6M | +84.6% | +58.7% | +25.9% | +48.6% |
| YTD | +26.1% | +75.3% | -49.2% | -9.1% |
| 1Y | +1.7% | +71.1% | -69.4% | -26.3% |
| All | +1.7% | +72.4% | -70.7% | -26.3% |
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 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