+6,523.8%
DOV vs GAP
+2,180.4%
+4,343.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.7% |
| 7D | -0.1% | -9.3% | +9.2% | +2.1% |
| 30D | +11.3% | -5.5% | +16.8% | +12.5% |
| 3M | +2.2% | +3.5% | -1.3% | +0.7% |
| 6M | -2.9% | +0.7% | -3.6% | -4.4% |
| YTD | +9.6% | -13.4% | +23.0% | +11.0% |
| 1Y | +16.7% | -7.7% | +24.3% | +16.2% |
| 3Y | +66.9% | +74.4% | -7.6% | +34.3% |
| 5Y | +32.0% | +5.3% | +26.7% | +12.4% |
| 10Y | +334.8% | +4.7% | +330.1% | +222.3% |
| All | +6,523.8% | +2,180.4% | +4,343.5% | +2,267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling