+27.2%
GWW vs FROG
+74.0%
-46.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +0.7% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -1.9% | +1.3% | -3.2% | -1.9% |
| 3M | -2.4% | +11.1% | -13.5% | -2.2% |
| 6M | +15.7% | +108.3% | -92.6% | +16.5% |
| YTD | +27.6% | +39.6% | -12.0% | +28.1% |
| 1Y | +27.2% | +74.7% | -47.6% | +27.3% |
| All | +27.2% | +74.0% | -46.8% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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