-19.3%
DRAM vs GWW
+26.2%
-45.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.1% |
| 7D | -18.2% | +6.0% | -24.2% | -16.6% |
| 30D | -34.5% | +14.0% | -48.6% | -32.8% |
| 3M | -23.6% | +12.5% | -36.2% | -21.8% |
| 6M | -19.3% | +23.6% | -42.9% | -9.0% |
| All | -19.3% | +26.2% | -45.5% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling