+52.7%
DRAM vs GPC
+19.3%
+33.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.7% |
| 7D | +7.9% | +0.4% | +7.5% | +8.1% |
| 30D | -15.4% | -6.3% | -9.1% | -17.6% |
| 3M | -25.5% | -8.2% | -17.4% | -27.8% |
| 6M | -22.3% | +27.1% | -49.3% | -24.5% |
| All | +52.7% | +19.3% | +33.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling