+475.0%
DINO vs GWW
+570.2%
-95.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +2.3% | -3.4% | +5.7% | +3.7% |
| 30D | +22.6% | -1.9% | +24.5% | +23.5% |
| 3M | +55.2% | -2.4% | +57.6% | +56.2% |
| 6M | +93.8% | +15.7% | +78.0% | +80.4% |
| YTD | +139.5% | +27.6% | +111.9% | +113.8% |
| 1Y | +115.3% | +27.2% | +88.1% | +91.8% |
| 3Y | +98.8% | +89.7% | +9.1% | +48.1% |
| 5Y | +333.5% | +223.9% | +109.6% | +149.8% |
| All | +475.0% | +570.2% | -95.2% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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