+296.2%
GWW vs FROG
+22.9%
+273.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.0% |
| 7D | +1.4% | -11.3% | +12.7% | +1.9% |
| 30D | +3.3% | +3.6% | -0.4% | +3.0% |
| 3M | +2.9% | +1.7% | +1.3% | +2.6% |
| 6M | +15.8% | +123.5% | -107.7% | +10.6% |
| YTD | +32.0% | +40.2% | -8.2% | +28.7% |
| 1Y | +29.9% | +81.0% | -51.1% | +24.3% |
| 3Y | +91.1% | +194.8% | -103.7% | +74.7% |
| 5Y | +223.9% | +131.8% | +92.1% | +189.5% |
| All | +296.2% | +22.9% | +273.3% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling