+474.3%
DINO vs GSK
+80.0%
+394.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +1.5% | -5.4% | +6.9% | +3.1% |
| 30D | +25.9% | -4.6% | +30.5% | +27.5% |
| 3M | +53.2% | -5.1% | +58.3% | +54.8% |
| 6M | +105.5% | -11.4% | +116.9% | +110.7% |
| YTD | +139.2% | +0.7% | +138.5% | +133.2% |
| 1Y | +117.4% | +23.0% | +94.4% | +95.7% |
| 3Y | +99.3% | +48.0% | +51.3% | +60.3% |
| 5Y | +333.0% | +48.2% | +284.8% | +237.3% |
| All | +474.3% | +80.0% | +394.3% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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