-69.7%
RAM vs GFI
+19.7%
-89.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.3% | -16.7% | -14.3% |
| 7D | -31.3% | +1.4% | -32.7% | -31.8% |
| 30D | -49.4% | +3.0% | -52.3% | -50.3% |
| 3M | -41.4% | +10.2% | -51.6% | -47.4% |
| All | -69.7% | +19.7% | -89.4% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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