-79.5%
RAM vs GFI
+23.3%
-102.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | +2.9% | -35.4% | -34.1% |
| 7D | -49.5% | +7.7% | -57.2% | -52.2% |
| 30D | -63.2% | +4.6% | -67.8% | -64.4% |
| 3M | -58.5% | +3.8% | -62.2% | -59.9% |
| All | -79.5% | +23.3% | -102.8% | -83.5% |
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