-17.4%
GIS vs DINO
+105.4%
-122.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.8% | +12.9% | +5.0% |
| 7D | +8.5% | -6.6% | +15.1% | +8.3% |
| 30D | +15.3% | -9.2% | +24.6% | +14.9% |
| 3M | +0.9% | +19.2% | -18.3% | +0.4% |
| 6M | +7.9% | +47.6% | -39.6% | +7.3% |
| YTD | -17.6% | +132.2% | -149.8% | -17.8% |
| 1Y | -17.4% | +102.0% | -119.4% | -16.5% |
| All | -17.4% | +105.4% | -122.7% | -16.5% |
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