+229.6%
FROG vs GWRE
+49.2%
+180.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | -2.2% | -30.9% | +28.8% | +12.9% |
| 30D | +3.0% | -20.7% | +23.7% | +11.7% |
| 3M | +10.3% | +20.2% | -9.8% | -2.9% |
| 6M | +116.7% | -11.9% | +128.5% | +118.7% |
| YTD | +41.9% | -30.3% | +72.2% | +56.8% |
| 1Y | +78.5% | -44.6% | +123.2% | +116.3% |
| All | +229.6% | +49.2% | +180.3% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling