+33.9%
FROG vs GWRE
+39.3%
-5.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | +3.3% |
| 7D | -5.5% | -25.6% | +20.0% | +8.9% |
| 30D | -3.1% | -12.2% | +9.1% | +1.8% |
| 3M | +1.2% | +17.7% | -16.5% | -12.5% |
| 6M | +113.7% | -11.3% | +125.0% | +115.1% |
| YTD | +38.9% | -25.5% | +64.4% | +54.4% |
| 1Y | +72.0% | -42.8% | +114.8% | +123.2% |
| 3Y | +217.1% | +59.0% | +158.1% | +88.2% |
| 5Y | +130.6% | +21.6% | +109.0% | +59.8% |
| All | +33.9% | +39.3% | -5.4% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling