+140.7%
IAU vs FROG
+125.4%
+15.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | +0.7% | -5.5% | +6.2% | +0.8% |
| 30D | +0.3% | -3.1% | +3.4% | +0.4% |
| 3M | +0.7% | +1.2% | -0.5% | +0.7% |
| 6M | -15.5% | +113.7% | -129.2% | -16.0% |
| YTD | +1.0% | +38.9% | -37.9% | +0.7% |
| 1Y | +19.6% | +72.0% | -52.4% | +18.9% |
| 3Y | +125.4% | +217.1% | -91.7% | +120.8% |
| 5Y | +140.7% | +130.6% | +10.1% | +135.8% |
| All | +140.7% | +125.4% | +15.4% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling