+35.2%
FROG vs GME
+990.2%
-955.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.3% |
| 7D | -11.3% | +7.2% | -18.5% | -11.6% |
| 30D | +3.6% | +0.8% | +2.9% | +3.6% |
| 3M | +1.7% | -14.0% | +15.6% | +2.4% |
| 6M | +123.5% | -19.7% | +143.3% | +125.6% |
| YTD | +40.2% | -4.6% | +44.8% | +40.5% |
| 1Y | +81.0% | -14.3% | +95.3% | +82.0% |
| 3Y | +194.8% | +4.0% | +190.7% | +177.6% |
| 5Y | +131.8% | -62.2% | +194.0% | +121.3% |
| All | +35.2% | +990.2% | -955.0% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling