+16.6%
DOV vs GAP
-12.4%
+28.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | +3.0% | -1.9% | +4.9% | +3.3% |
| 30D | +8.6% | -7.1% | +15.7% | +9.9% |
| 3M | +1.9% | +4.1% | -2.2% | +0.6% |
| 6M | -1.7% | +1.9% | -3.6% | -3.8% |
| YTD | +8.3% | -15.2% | +23.5% | +10.4% |
| 1Y | +16.6% | -10.6% | +27.2% | +16.7% |
| All | +16.6% | -12.4% | +28.9% | +16.7% |
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