+37.1%
GFS vs DINO
+118.1%
-80.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -0.4% |
| 7D | +2.6% | +4.2% | -1.5% | +2.5% |
| 30D | -16.4% | +33.9% | -50.3% | -17.3% |
| 3M | -41.6% | +50.5% | -92.1% | -42.3% |
| 6M | -3.7% | +95.2% | -98.8% | -6.4% |
| YTD | +29.3% | +140.6% | -111.2% | +23.0% |
| 1Y | +37.1% | +119.0% | -81.8% | +34.0% |
| All | +37.1% | +118.1% | -80.9% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling