+154.7%
GS vs DINO
+265.6%
-110.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.6% |
| 7D | +5.1% | +5.0% | +0.1% | +4.2% |
| 30D | +2.4% | -19.9% | +22.4% | +6.6% |
| 3M | -11.5% | +16.8% | -28.3% | -15.0% |
| 6M | -2.5% | +44.8% | -47.3% | -11.0% |
| YTD | +5.5% | +128.0% | -122.6% | -14.8% |
| 1Y | +11.0% | +95.0% | -84.0% | -6.8% |
| 3Y | +200.1% | +115.4% | +84.7% | +134.5% |
| 5Y | +154.7% | +252.6% | -97.9% | +80.1% |
| All | +154.7% | +265.6% | -110.9% | +80.1% |
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 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