+432.4%
DINO vs GSK
+105.0%
+327.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +5.7% | +1.1% | +4.5% | +5.4% |
| 30D | -19.6% | +6.3% | -25.9% | -21.0% |
| 3M | +11.8% | +1.8% | +10.0% | +10.8% |
| 6M | +49.0% | +1.7% | +47.3% | +47.0% |
| YTD | +128.1% | +6.5% | +121.6% | +118.4% |
| 1Y | +96.3% | +9.5% | +86.8% | +85.9% |
| 3Y | +113.8% | +65.3% | +48.5% | +66.0% |
| 5Y | +252.7% | +43.7% | +208.9% | +185.9% |
| All | +432.4% | +105.0% | +327.4% | +272.1% |
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