+34.8%
FROG vs GME
+1,031.7%
-996.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.4% |
| 7D | -4.8% | +4.8% | -9.7% | -5.0% |
| 30D | -0.9% | +5.9% | -6.8% | -1.2% |
| 3M | +7.5% | -10.7% | +18.2% | +8.0% |
| 6M | +107.0% | -19.8% | +126.8% | +108.9% |
| YTD | +39.8% | -0.9% | +40.7% | +39.8% |
| 1Y | +74.8% | -15.7% | +90.5% | +75.9% |
| 3Y | +219.3% | +12.3% | +207.0% | +199.6% |
| 5Y | +133.0% | -60.1% | +193.0% | +122.0% |
| All | +34.8% | +1,031.7% | -996.9% | -13.6% |
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