+57.3%
DRAM vs GM
+18.1%
+39.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.6% |
| 7D | +18.0% | -3.4% | +21.4% | +19.3% |
| 30D | -17.4% | +2.7% | -20.1% | -18.0% |
| 3M | -20.3% | -0.4% | -19.9% | -20.2% |
| 6M | -14.9% | +13.3% | -28.2% | -23.1% |
| All | +57.3% | +18.1% | +39.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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