+50.5%
DRAM vs GGLL
-14.4%
+64.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.9% | +5.9% |
| 7D | -9.8% | +6.3% | -16.1% | -10.6% |
| 30D | -26.9% | -35.1% | +8.2% | -22.3% |
| 3M | -17.4% | -37.7% | +20.2% | -11.8% |
| 6M | -20.9% | -54.1% | +33.2% | -6.3% |
| All | +50.5% | -14.4% | +64.9% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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