+41.5%
DRAM vs GD
+3.3%
+38.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +5.8% |
| 7D | -18.2% | -5.0% | -13.2% | -20.9% |
| 30D | -34.5% | +8.9% | -43.5% | -30.1% |
| 3M | -23.6% | -8.0% | -15.6% | -26.2% |
| 6M | -19.3% | +2.9% | -22.2% | -16.7% |
| All | +41.5% | +3.3% | +38.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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