+34.6%
FROG vs GWRE
+31.1%
+3.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | -0.5% | -13.2% | +12.8% | +7.1% |
| 30D | +1.3% | -18.6% | +19.9% | +10.8% |
| 3M | +11.1% | +18.9% | -7.8% | -4.9% |
| 6M | +108.3% | -11.0% | +119.3% | +108.3% |
| YTD | +39.6% | -29.9% | +69.5% | +60.1% |
| 1Y | +74.7% | -44.3% | +119.1% | +129.4% |
| 3Y | +224.1% | +51.7% | +172.4% | +96.4% |
| 5Y | +138.4% | +15.4% | +123.0% | +69.5% |
| All | +34.6% | +31.1% | +3.4% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling