+52.7%
DRAM vs GLW
-16.1%
+68.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | +0.5% |
| 7D | +7.9% | +7.5% | +0.4% | +2.3% |
| 30D | -15.4% | -19.0% | +3.6% | -0.5% |
| 3M | -25.5% | -27.9% | +2.4% | -6.3% |
| 6M | -22.3% | -44.6% | +22.3% | +14.7% |
| All | +52.7% | -16.1% | +68.8% | +97.2% |
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