+62.5%
DRAM vs GFI
-16.6%
+79.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.3% | -11.6% | -8.0% |
| 7D | -16.6% | +1.4% | -18.1% | -17.2% |
| 30D | -26.9% | +3.0% | -29.8% | -28.0% |
| 3M | -17.8% | +10.2% | -28.0% | -23.5% |
| 6M | +6.2% | -10.1% | +16.3% | +11.1% |
| All | +62.5% | -16.6% | +79.1% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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