+52.7%
DRAM vs GLW
-15.9%
+68.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | +0.3% |
| 7D | +7.9% | +7.7% | +0.2% | +2.2% |
| 30D | -15.4% | -18.8% | +3.4% | -0.7% |
| 3M | -25.5% | -27.7% | +2.2% | -6.5% |
| 6M | -22.3% | -44.4% | +22.2% | +14.6% |
| All | +52.7% | -15.9% | +68.6% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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