+81.0%
FROG vs GME
-15.8%
+96.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.2% |
| 7D | -11.3% | +7.2% | -18.5% | -13.1% |
| 30D | +3.6% | +0.8% | +2.9% | +3.3% |
| 3M | +1.7% | -14.0% | +15.6% | +5.4% |
| 6M | +123.5% | -19.7% | +143.3% | +132.6% |
| YTD | +40.2% | -4.6% | +44.8% | +44.2% |
| 1Y | +81.0% | -14.3% | +95.3% | +89.9% |
| All | +81.0% | -15.8% | +96.8% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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