+103.7%
DINO vs GGLL
+253.9%
-150.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | +5.7% | -4.8% | +10.5% | +6.0% |
| 30D | +27.8% | -13.7% | +41.5% | +28.7% |
| 3M | +45.6% | -21.9% | +67.5% | +47.0% |
| 6M | +88.5% | +11.7% | +76.8% | +84.0% |
| YTD | +134.1% | +2.3% | +131.8% | +129.8% |
| 1Y | +111.1% | +76.2% | +34.9% | +93.6% |
| All | +103.7% | +253.9% | -150.2% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling