-69.7%
RAM vs GGLL
-37.4%
-32.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.5% | -16.8% | -10.8% |
| 7D | -31.3% | -23.1% | -8.2% | -29.6% |
| 30D | -49.4% | -32.9% | -16.5% | -48.7% |
| 3M | -41.4% | -44.9% | +3.5% | -40.7% |
| All | -69.7% | -37.4% | -32.2% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · Available span rolling