+50.5%
DRAM vs GH
+81.1%
-30.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +4.4% |
| 7D | -9.8% | -7.0% | -2.8% | -7.0% |
| 30D | -26.9% | -5.2% | -21.8% | -24.8% |
| 3M | -17.4% | -5.8% | -11.7% | -14.9% |
| 6M | -20.9% | +65.9% | -86.8% | -27.4% |
| All | +50.5% | +81.1% | -30.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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