+115.0%
DRAM vs GLW
+13.5%
+101.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +0.9% | +2.5% |
| 7D | +6.9% | +3.8% | +3.1% | +4.2% |
| 30D | +11.1% | -1.3% | +12.4% | +11.5% |
| 3M | -9.1% | -21.8% | +12.7% | +5.8% |
| All | +115.0% | +13.5% | +101.5% | +124.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling