+7.2%
DOV vs GAP
-7.6%
+14.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.3% |
| 7D | -2.0% | -4.1% | +2.1% | -1.2% |
| 30D | -8.9% | +6.2% | -15.1% | -10.2% |
| 3M | -13.3% | -0.7% | -12.6% | -13.5% |
| 6M | -9.7% | -7.1% | -2.5% | -9.4% |
| YTD | -2.5% | -14.1% | +11.6% | -0.7% |
| 1Y | +7.2% | -8.5% | +15.7% | +4.3% |
| All | +7.2% | -7.6% | +14.9% | +4.3% |
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