+30.4%
DOV vs FGI
-74.8%
+105.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -25.2% | +25.4% | +0.4% |
| 7D | +3.0% | -14.4% | +17.4% | +3.1% |
| 30D | +8.6% | -11.8% | +20.4% | +8.7% |
| 3M | +1.9% | -46.2% | +48.1% | +2.3% |
| 6M | -1.7% | +5.2% | -6.9% | -2.5% |
| YTD | +8.3% | +10.5% | -2.2% | +6.8% |
| 1Y | +16.6% | +25.5% | -8.9% | +14.5% |
| 3Y | +65.1% | -16.0% | +81.1% | +61.6% |
| All | +30.4% | -74.8% | +105.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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