+222.5%
GWW vs FROG
+207.6%
+14.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.0% |
| 7D | +3.6% | +12.5% | -8.9% | +2.9% |
| 30D | +12.1% | +23.5% | -11.4% | +10.5% |
| 3M | +12.9% | +19.4% | -6.5% | +11.4% |
| 6M | +19.3% | +77.0% | -57.7% | +14.5% |
| YTD | +48.7% | +81.9% | -33.2% | +41.4% |
| 1Y | +60.5% | +90.7% | -30.2% | +51.9% |
| 3Y | +93.3% | +328.5% | -235.3% | +65.8% |
| All | +222.5% | +207.6% | +14.9% | +173.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling