+64.7%
DOV vs GGLL
+172.3%
-107.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.7% |
| 7D | +3.4% | +11.5% | -8.1% | +2.3% |
| 30D | +8.8% | -31.2% | +40.1% | +12.2% |
| 3M | +0.9% | -28.7% | +29.6% | +3.6% |
| 6M | -2.8% | -47.2% | +44.3% | +2.1% |
| YTD | +8.1% | -24.3% | +32.3% | +8.2% |
| 1Y | +15.2% | -12.0% | +27.2% | +13.1% |
| All | +64.7% | +172.3% | -107.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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