+5,868.7%
DOV vs GFI
+682.6%
+5,186.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +1.3% | +4.7% | -3.4% | +1.1% |
| 30D | -8.6% | +14.4% | -23.1% | -9.3% |
| 3M | -13.1% | +32.5% | -45.7% | -14.5% |
| 6M | -8.8% | -7.2% | -1.7% | -8.8% |
| YTD | -1.2% | +10.9% | -12.1% | -2.3% |
| 1Y | +10.7% | +35.5% | -24.8% | +8.3% |
| 3Y | +39.3% | +312.1% | -272.8% | +27.8% |
| 5Y | +16.4% | +524.6% | -508.2% | +3.5% |
| 10Y | +302.5% | +1,092.7% | -790.3% | +236.2% |
| All | +5,868.7% | +682.6% | +5,186.1% | +4,930.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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