+61.6%
DRAM vs GPN
+58.2%
+3.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +10.0% |
| 7D | -0.6% | +4.3% | -4.9% | +0.4% |
| 30D | -18.0% | +22.1% | -40.2% | -13.2% |
| 3M | -11.9% | +17.1% | -28.9% | -7.2% |
| 6M | -18.6% | +46.7% | -65.3% | -15.4% |
| All | +61.6% | +58.2% | +3.3% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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