-18.0%
GIS vs DINO
+111.1%
-129.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -7.8% | +5.7% | -13.6% | -7.8% |
| 30D | +6.6% | +27.8% | -21.2% | +6.7% |
| 3M | +21.0% | +45.6% | -24.7% | +21.2% |
| 6M | -9.1% | +88.5% | -97.5% | -7.6% |
| YTD | -13.6% | +134.1% | -147.7% | -11.5% |
| 1Y | -18.0% | +111.1% | -129.1% | -16.1% |
| All | -18.0% | +111.1% | -129.1% | -16.1% |
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