+16.4%
DOV vs GAP
+6.6%
+9.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.8% |
| 7D | +1.3% | -3.2% | +4.5% | +1.9% |
| 30D | -8.6% | -0.7% | -8.0% | -8.8% |
| 3M | -13.1% | -0.5% | -12.7% | -13.4% |
| 6M | -8.8% | -5.0% | -3.8% | -8.8% |
| YTD | -1.2% | -14.7% | +13.4% | +0.5% |
| 1Y | +10.7% | -8.6% | +19.3% | +10.7% |
| 3Y | +39.3% | +108.4% | -69.1% | +11.7% |
| 5Y | +16.4% | +5.8% | +10.7% | -4.8% |
| All | +16.4% | +6.6% | +9.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling