+36.0%
GILD vs RAM
-78.8%
+114.8%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.5% | -12.0% | +2.0% |
| 7D | -0.6% | -23.6% | +23.0% | -1.6% |
| 30D | +12.0% | -52.2% | +64.2% | +8.5% |
| 3M | +27.8% | -43.9% | +71.8% | +25.7% |
| All | +36.0% | -78.8% | +114.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling