-19.9%
GFS vs DINO
+107.2%
-127.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +1.0% | +5.7% | -4.7% | -0.5% |
| 30D | -8.6% | +27.8% | -36.4% | -14.8% |
| 3M | -46.5% | +45.6% | -92.2% | -52.2% |
| 6M | -4.8% | +88.5% | -93.3% | -22.3% |
| YTD | +29.7% | +134.1% | -104.5% | -3.0% |
| 1Y | +35.8% | +111.1% | -75.3% | +5.2% |
| All | -19.9% | +107.2% | -127.1% | -44.3% |
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