+13.4%
GM vs RAM
-82.2%
+95.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -32.5% | +29.1% | -3.3% |
| 7D | +4.2% | -49.5% | +53.7% | +4.2% |
| 30D | +8.9% | -63.2% | +72.2% | +8.8% |
| 3M | +0.4% | -58.5% | +58.9% | +0.3% |
| All | +13.4% | -82.2% | +95.6% | +17.1% |
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