+85.4%
FROG vs GME
+15.0%
+70.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -3.5% |
| 7D | -14.1% | +7.8% | -21.8% | -16.1% |
| 30D | -11.8% | -0.4% | -11.4% | -11.4% |
| 3M | +0.1% | +30.9% | -30.7% | -7.6% |
| 6M | +64.2% | +5.5% | +58.8% | +61.6% |
| YTD | +38.2% | +25.2% | +13.0% | +31.3% |
| 1Y | +85.4% | +14.4% | +71.0% | +76.5% |
| All | +85.4% | +15.0% | +70.4% | +76.5% |
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