+67.1%
DOV vs GAP
+74.3%
-7.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | -0.1% | -9.3% | +9.2% | +1.5% |
| 30D | +11.3% | -5.5% | +16.8% | +12.2% |
| 3M | +2.2% | +3.5% | -1.3% | +1.1% |
| 6M | -2.9% | +0.7% | -3.6% | -4.0% |
| YTD | +9.6% | -13.4% | +23.0% | +10.8% |
| 1Y | +16.7% | -7.7% | +24.3% | +16.5% |
| All | +67.1% | +74.3% | -7.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling