+85.4%
FROG vs GWRE
-24.5%
+109.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.9% | -8.4% | -4.9% |
| 7D | -14.1% | +2.2% | -16.3% | -15.0% |
| 30D | -11.8% | +4.5% | -16.3% | -13.9% |
| 3M | +0.1% | +6.4% | -6.3% | -5.5% |
| 6M | +64.2% | +18.8% | +45.4% | +42.6% |
| YTD | +38.2% | -15.1% | +53.4% | +54.8% |
| 1Y | +85.4% | -23.4% | +108.8% | +140.7% |
| All | +85.4% | -24.5% | +109.9% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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