-31.1%
DRAM vs GLW
-33.7%
+2.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -12.9% | -5.0% | -8.3% |
| 7D | -28.5% | -19.7% | -8.7% | -15.7% |
| 30D | -37.8% | -38.8% | +1.0% | -14.9% |
| 3M | -31.1% | -33.9% | +2.7% | -10.7% |
| All | -31.1% | -33.7% | +2.5% | -10.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling