-69.7%
RAM vs GTLB
+93.3%
-163.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | 0.0% | -10.3% | -10.3% |
| 7D | -31.3% | -9.7% | -21.6% | -32.8% |
| 30D | -49.4% | +1.7% | -51.1% | -47.7% |
| 3M | -41.4% | +43.6% | -84.9% | -23.1% |
| All | -69.7% | +93.3% | -163.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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