+46.4%
DRAM vs GPC
+20.6%
+25.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -3.0% |
| 7D | -14.7% | +0.4% | -15.0% | -14.6% |
| 30D | -28.9% | -1.8% | -27.1% | -29.3% |
| 3M | -18.1% | -6.6% | -11.5% | -19.9% |
| 6M | -23.0% | +21.3% | -44.4% | -23.8% |
| All | +46.4% | +20.6% | +25.8% | +44.0% |
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