+9.2%
DOV vs GAP
+1.5%
+7.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.9% |
| 7D | -2.7% | -4.5% | +1.8% | -1.8% |
| 30D | -8.1% | +9.0% | -17.1% | -9.9% |
| 3M | -9.4% | +5.0% | -14.4% | -10.6% |
| 6M | -12.6% | -17.8% | +5.2% | -9.7% |
| YTD | -0.5% | -10.4% | +9.9% | +0.5% |
| 1Y | +9.2% | -3.4% | +12.6% | +5.3% |
| All | +9.2% | +1.5% | +7.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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