+1,704.0%
GS vs DINO
+27,163.3%
-25,459.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.2% | -15.5% | +12.3% | +1.1% |
| 30D | -2.4% | -16.0% | +13.5% | +1.7% |
| 3M | -15.7% | +17.9% | -33.7% | -20.2% |
| 6M | -6.8% | +38.5% | -45.3% | -16.0% |
| YTD | -0.1% | +115.8% | -115.9% | -21.4% |
| 1Y | +12.1% | +87.1% | -75.0% | -8.4% |
| 3Y | +185.8% | +96.5% | +89.3% | +125.4% |
| 5Y | +140.1% | +249.9% | -109.8% | +54.9% |
| 10Y | +505.2% | +472.9% | +32.4% | +207.3% |
| All | +1,704.0% | +27,163.3% | -25,459.3% | +304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling