+62.5%
DRAM vs GAP
+0.3%
+62.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.0% | -13.3% | -4.5% |
| 7D | -16.6% | +8.0% | -24.6% | -15.9% |
| 30D | -26.9% | +2.7% | -29.5% | -26.4% |
| 3M | -17.8% | +16.0% | -33.9% | -16.2% |
| 6M | +6.2% | +2.0% | +4.2% | +10.2% |
| All | +62.5% | +0.3% | +62.2% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling