+95.0%
DINO vs GGLL
-15.1%
+110.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +1.2% |
| 7D | +5.0% | +11.5% | -6.5% | +5.9% |
| 30D | -19.9% | -31.2% | +11.3% | -22.0% |
| 3M | +16.8% | -28.7% | +45.4% | +14.3% |
| 6M | +44.8% | -47.2% | +92.0% | +37.5% |
| YTD | +128.0% | -24.3% | +152.3% | +128.8% |
| 1Y | +95.0% | -12.0% | +107.0% | +94.4% |
| All | +95.0% | -15.1% | +110.1% | +94.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling