+318.3%
FROG vs GME
+93.1%
+225.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.9% | +5.3% | +7.0% |
| 7D | +27.1% | +5.8% | +21.3% | +26.8% |
| 30D | +5.8% | -3.7% | +9.5% | +6.1% |
| 3M | +20.8% | +33.6% | -12.7% | +19.4% |
| 6M | +53.3% | +5.4% | +47.9% | +52.9% |
| YTD | +73.2% | +27.4% | +45.8% | +71.6% |
| 1Y | +80.3% | +19.0% | +61.3% | +79.0% |
| 3Y | +318.3% | +101.5% | +216.8% | +297.1% |
| All | +318.3% | +93.1% | +225.2% | +297.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling