+6.2%
DRAM vs GGLL
-50.3%
+56.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.8% | -5.9% |
| 7D | -16.6% | -23.1% | +6.5% | -14.6% |
| 30D | -26.9% | -32.9% | +6.0% | -24.5% |
| 3M | -17.8% | -44.9% | +27.1% | -13.8% |
| 6M | +6.2% | -49.5% | +55.7% | +24.3% |
| All | +6.2% | -50.3% | +56.5% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling