+35.0%
GILD vs RAM
-78.4%
+113.5%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | -0.2% |
| 7D | +0.7% | +15.2% | -14.5% | +1.5% |
| 30D | +9.5% | -36.5% | +45.9% | +7.7% |
| 3M | +22.4% | -54.6% | +77.0% | +19.0% |
| All | +35.0% | -78.4% | +113.5% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling