+632.4%
GEV vs DINO
+100.9%
+531.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +1.6% | +2.3% | -0.7% | +1.3% |
| 30D | -7.9% | +22.6% | -30.6% | -10.3% |
| 3M | +5.6% | +55.2% | -49.6% | -0.1% |
| 6M | +13.1% | +93.8% | -80.7% | +2.5% |
| YTD | +46.7% | +139.5% | -92.8% | +25.8% |
| 1Y | +51.3% | +115.3% | -64.0% | +33.0% |
| All | +632.4% | +100.9% | +531.6% | +478.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 5y: compounded portfolio wealth divided by compounded DINO 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…
5y analysis · Full analysis span regression · 6 months rolling