+98.6%
DINO vs GTLB
-10.3%
+108.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +24.3% |
| 3M | +53.2% | +65.9% | -12.7% | +45.4% |
| 6M | +105.5% | +104.0% | +1.5% | +90.1% |
| YTD | +139.2% | +26.0% | +113.2% | +130.5% |
| 1Y | +117.4% | -3.5% | +120.9% | +114.6% |
| All | +98.6% | -10.3% | +108.9% | +91.3% |
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