+59.8%
FROG vs GME
+1,346.9%
-1,287.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | +17.0% | +4.8% | +12.2% | +16.8% |
| 30D | +1.3% | -4.3% | +5.5% | +1.6% |
| 3M | +17.5% | +35.3% | -17.9% | +15.9% |
| 6M | +46.8% | +4.7% | +42.0% | +46.4% |
| YTD | +65.8% | +26.6% | +39.1% | +63.9% |
| 1Y | +61.0% | +18.3% | +42.7% | +59.6% |
| 3Y | +296.7% | +102.8% | +194.0% | +262.2% |
| 5Y | +177.8% | -48.9% | +226.8% | +161.9% |
| All | +59.8% | +1,346.9% | -1,287.1% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling