+52.7%
DRAM vs FGI
+39.4%
+13.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -25.2% | +22.3% | -2.5% |
| 7D | +7.9% | -14.4% | +22.3% | +8.1% |
| 30D | -15.4% | -11.8% | -3.7% | -15.3% |
| 3M | -25.5% | -46.2% | +20.7% | -25.2% |
| 6M | -22.3% | +5.2% | -27.4% | -23.7% |
| All | +52.7% | +39.4% | +13.4% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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