+6.8%
GIS vs RAM
-73.7%
+80.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.3% | +15.5% | +3.9% |
| 7D | +8.5% | -31.3% | +39.7% | +3.9% |
| 30D | +15.3% | -49.4% | +64.7% | +8.2% |
| 3M | +0.9% | -41.4% | +42.3% | -2.7% |
| All | +6.8% | -73.7% | +80.5% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling