+475.0%
DINO vs GDDY
+207.2%
+267.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | +2.3% | -3.2% | +5.5% | +2.9% |
| 30D | +22.6% | +6.8% | +15.8% | +20.3% |
| 3M | +55.2% | +30.5% | +24.8% | +43.2% |
| 6M | +93.8% | +13.3% | +80.4% | +83.8% |
| YTD | +139.5% | -21.0% | +160.5% | +147.7% |
| 1Y | +115.3% | -34.0% | +149.3% | +133.4% |
| 3Y | +98.8% | +33.1% | +65.7% | +70.8% |
| 5Y | +333.5% | +30.3% | +303.2% | +265.4% |
| All | +475.0% | +207.2% | +267.7% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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 · 6 months rolling