+120.6%
DINO vs GGLL
+195.8%
-75.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.5% |
| 7D | -10.7% | +6.3% | -17.0% | -11.0% |
| 30D | -17.8% | -35.1% | +17.3% | -15.8% |
| 3M | +23.3% | -37.7% | +61.0% | +26.4% |
| 6M | +39.6% | -54.1% | +93.6% | +45.6% |
| YTD | +121.6% | -29.4% | +151.0% | +120.8% |
| 1Y | +88.2% | -13.4% | +101.6% | +82.4% |
| 3Y | +114.4% | +158.3% | -43.9% | +71.5% |
| All | +120.6% | +195.8% | -75.2% | +79.4% |
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 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