+41.5%
DRAM vs GLW
-21.9%
+63.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +4.2% |
| 7D | -18.2% | -13.9% | -4.2% | -7.8% |
| 30D | -34.5% | -35.0% | +0.5% | -10.1% |
| 3M | -23.6% | -32.4% | +8.7% | +0.1% |
| 6M | -19.3% | -41.3% | +22.1% | +19.7% |
| All | +41.5% | -21.9% | +63.5% | +92.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling