+33.3%
DRAM vs GGLL
-17.6%
+51.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -4.5% | -13.5% | -17.2% |
| 7D | -28.5% | -1.3% | -27.2% | -28.2% |
| 30D | -37.8% | -36.3% | -1.6% | -33.6% |
| 3M | -31.1% | -42.7% | +11.6% | -25.4% |
| 6M | -20.0% | -53.1% | +33.0% | -6.4% |
| All | +33.3% | -17.6% | +51.0% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling