-24.9%
GFS vs DINO
+93.6%
-118.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | -7.8% | -15.5% | +7.7% | -3.6% |
| 30D | -19.7% | -16.0% | -3.7% | -16.2% |
| 3M | -23.1% | +17.9% | -41.0% | -27.2% |
| 6M | -46.4% | +38.5% | -84.9% | -51.8% |
| YTD | +11.0% | +115.8% | -104.8% | -15.6% |
| 1Y | +12.6% | +87.1% | -74.5% | -9.6% |
| 3Y | -24.9% | +96.5% | -121.5% | -48.2% |
| All | -24.9% | +93.6% | -118.5% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling