-22.3%
DRAM vs GNRC
-30.2%
+8.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.9% |
| 7D | +7.9% | +7.9% | 0.0% | +1.3% |
| 30D | -15.4% | -3.7% | -11.8% | -12.1% |
| 3M | -25.5% | -11.9% | -13.6% | -15.5% |
| 6M | -22.3% | -28.6% | +6.4% | +14.9% |
| All | -22.3% | -30.2% | +8.0% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling