+100.2%
IAU vs FROG
+53.7%
+46.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.2% |
| 7D | -2.0% | +26.8% | -28.8% | -2.3% |
| 30D | -4.4% | +10.6% | -15.0% | -4.6% |
| 3M | -8.9% | +27.2% | -36.1% | -9.2% |
| 6M | -15.9% | +58.7% | -74.6% | -16.5% |
| YTD | -7.8% | +75.3% | -83.1% | -8.5% |
| 1Y | -3.8% | +71.1% | -74.8% | -4.5% |
| 3Y | +104.3% | +319.6% | -215.2% | +98.3% |
| 5Y | +111.2% | +195.7% | -84.5% | +105.5% |
| All | +100.2% | +53.7% | +46.5% | +94.6% |
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