+57.3%
DRAM vs GWW
+38.0%
+19.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.6% |
| 7D | +18.0% | +3.7% | +14.3% | +18.1% |
| 30D | -17.4% | +13.6% | -31.0% | -16.0% |
| 3M | -20.3% | +15.4% | -35.7% | -19.0% |
| 6M | -14.9% | +21.8% | -36.7% | -11.5% |
| All | +57.3% | +38.0% | +19.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling