+50.5%
DRAM vs GFS
-5.3%
+55.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.4% | +1.9% |
| 7D | -9.8% | -3.1% | -6.7% | -6.4% |
| 30D | -26.9% | -16.0% | -10.9% | -14.6% |
| 3M | -17.4% | -24.7% | +7.3% | +5.6% |
| 6M | -20.9% | -45.1% | +24.3% | +42.8% |
| All | +50.5% | -5.3% | +55.8% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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