+70.7%
FROG vs GME
+1,357.8%
-1,287.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +48.2% | +6.0% | +42.2% | +47.9% |
| 30D | +11.4% | -5.9% | +17.3% | +11.8% |
| 3M | +28.5% | +38.2% | -9.6% | +26.7% |
| 6M | +63.7% | +14.5% | +49.2% | +62.6% |
| YTD | +77.1% | +27.6% | +49.5% | +75.0% |
| 1Y | +79.3% | +19.9% | +59.4% | +77.7% |
| 3Y | +323.8% | +104.3% | +219.4% | +286.8% |
| 5Y | +198.9% | -49.3% | +248.2% | +181.7% |
| All | +70.7% | +1,357.8% | -1,287.0% | +8.2% |
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