-0.8%
GFS vs DINO
+276.4%
-277.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +4.5% | +2.0% | +2.5% | +4.0% |
| 30D | -8.2% | +27.7% | -35.9% | -13.6% |
| 3M | -38.9% | +56.3% | -95.1% | -45.6% |
| 6M | -2.9% | +107.6% | -110.4% | -20.5% |
| YTD | +31.8% | +140.2% | -108.4% | +2.9% |
| 1Y | +43.1% | +113.0% | -69.9% | +15.4% |
| 3Y | -20.6% | +100.1% | -120.7% | -38.8% |
| All | -0.8% | +276.4% | -277.3% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling