+61.6%
DRAM vs GTLB
+114.5%
-52.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.4% | +8.9% | +10.4% |
| 7D | -0.6% | -9.6% | +9.1% | -1.0% |
| 30D | -18.0% | -15.5% | -2.5% | -19.0% |
| 3M | -11.9% | +12.4% | -24.2% | -7.4% |
| 6M | -18.6% | +84.6% | -103.1% | -1.6% |
| All | +61.6% | +114.5% | -52.9% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling