-34.7%
GFS vs DINO
+245.4%
-280.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | -7.8% | -15.5% | +7.7% | -3.8% |
| 30D | -19.7% | -16.0% | -3.7% | -16.4% |
| 3M | -23.1% | +17.9% | -41.0% | -26.8% |
| 6M | -46.4% | +38.5% | -84.9% | -51.3% |
| YTD | +11.0% | +115.8% | -104.8% | -11.8% |
| 1Y | +12.6% | +87.1% | -74.5% | -6.8% |
| 3Y | -24.9% | +96.5% | -121.5% | -42.2% |
| All | -34.7% | +245.4% | -280.1% | -55.7% |
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