+62.5%
DRAM vs GNRC
-1.2%
+63.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.5% | +4.2% | +1.7% |
| 7D | -16.6% | -6.0% | -10.7% | -13.0% |
| 30D | -26.9% | -12.0% | -14.8% | -20.0% |
| 3M | -17.8% | -13.4% | -4.4% | -8.3% |
| 6M | +6.2% | -26.4% | +32.6% | +46.8% |
| All | +62.5% | -1.2% | +63.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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