+475.0%
DINO vs GFI
+1,066.8%
-591.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +2.3% | -4.9% | +7.2% | +2.2% |
| 30D | +22.6% | +10.7% | +11.9% | +22.9% |
| 3M | +55.2% | +25.6% | +29.6% | +56.0% |
| 6M | +93.8% | -8.3% | +102.0% | +94.3% |
| YTD | +139.5% | +6.3% | +133.2% | +140.3% |
| 1Y | +115.3% | +22.1% | +93.2% | +116.2% |
| 3Y | +98.8% | +289.2% | -190.4% | +101.7% |
| 5Y | +333.5% | +531.7% | -198.2% | +349.0% |
| All | +475.0% | +1,066.8% | -591.9% | +533.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling