+475.0%
DINO vs GNRC
+448.8%
+26.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.5% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +22.6% | -15.7% | +38.4% | +26.9% |
| 3M | +55.2% | -27.3% | +82.6% | +64.3% |
| 6M | +93.8% | -12.1% | +105.8% | +94.4% |
| YTD | +139.5% | +37.1% | +102.4% | +116.4% |
| 1Y | +115.3% | -0.5% | +115.8% | +107.1% |
| 3Y | +98.8% | +61.5% | +37.3% | +65.4% |
| 5Y | +333.5% | -58.6% | +392.1% | +388.1% |
| All | +475.0% | +448.8% | +26.1% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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