+130.6%
FROG vs GME
-62.6%
+193.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -5.5% | +0.4% | -5.9% | -5.5% |
| 30D | -3.1% | -1.4% | -1.7% | -3.0% |
| 3M | +1.2% | -15.1% | +16.4% | +3.0% |
| 6M | +113.7% | -22.5% | +136.2% | +119.1% |
| YTD | +38.9% | -5.9% | +44.8% | +39.6% |
| 1Y | +72.0% | -18.6% | +90.6% | +75.2% |
| 3Y | +217.1% | +6.7% | +210.4% | +155.2% |
| 5Y | +130.6% | -62.0% | +192.6% | +105.8% |
| All | +130.6% | -62.6% | +193.2% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling