+113.8%
DINO vs GTLB
+5.1%
+108.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.1% |
| 7D | +5.7% | -0.7% | +6.4% | +5.8% |
| 30D | -19.6% | -10.2% | -9.3% | -18.8% |
| 3M | +11.8% | +10.1% | +1.7% | +10.4% |
| 6M | +49.0% | +116.5% | -67.5% | +36.8% |
| YTD | +128.1% | +27.2% | +100.9% | +119.0% |
| 1Y | +96.3% | +8.6% | +87.7% | +91.5% |
| 3Y | +113.8% | +5.6% | +108.2% | +101.4% |
| All | +113.8% | +5.1% | +108.7% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling