+247.4%
DINO vs GTLB
-49.8%
+297.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | +1.5% | -4.1% | +5.6% | +1.8% |
| 30D | +25.9% | +12.3% | +13.6% | +24.4% |
| 3M | +53.2% | +65.9% | -12.7% | +45.9% |
| 6M | +105.5% | +104.0% | +1.5% | +91.3% |
| YTD | +139.2% | +26.0% | +113.2% | +131.4% |
| 1Y | +117.4% | -3.5% | +120.9% | +114.6% |
| 3Y | +99.3% | -9.6% | +108.9% | +93.2% |
| All | +247.4% | -49.8% | +297.2% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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