+81.0%
FROG vs GWRE
-25.4%
+106.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -19.9% | +16.6% | +5.0% |
| 7D | -11.3% | -21.1% | +9.8% | -3.1% |
| 30D | +3.6% | +1.3% | +2.3% | +1.4% |
| 3M | +1.7% | +7.4% | -5.8% | -4.9% |
| 6M | +123.5% | +5.6% | +117.9% | +109.3% |
| YTD | +40.2% | -19.2% | +59.4% | +43.1% |
| 1Y | +81.0% | -25.1% | +106.1% | +89.8% |
| All | +81.0% | -25.4% | +106.4% | +89.8% |
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