+92.9%
GWW vs FROG
+319.6%
-226.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.8% | +0.8% |
| 7D | 0.0% | +26.8% | -26.9% | -0.8% |
| 30D | +14.0% | +10.6% | +3.4% | +13.5% |
| 3M | +14.4% | +27.2% | -12.8% | +13.2% |
| 6M | +21.7% | +58.7% | -37.0% | +19.1% |
| YTD | +48.4% | +75.3% | -26.9% | +44.1% |
| 1Y | +58.4% | +71.1% | -12.7% | +53.9% |
| All | +92.9% | +319.6% | -226.7% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling