+118.4%
DINO vs GGLL
+194.0%
-75.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -12.9% | +5.1% | -18.0% | -13.1% |
| 30D | -18.6% | -35.5% | +16.9% | -16.6% |
| 3M | +16.6% | -39.2% | +55.8% | +19.7% |
| 6M | +38.2% | -54.4% | +92.5% | +44.2% |
| YTD | +119.3% | -29.8% | +149.2% | +118.7% |
| 1Y | +84.3% | -20.4% | +104.7% | +80.5% |
| 3Y | +107.1% | +149.7% | -42.6% | +66.4% |
| All | +118.4% | +194.0% | -75.7% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling