+65.1%
DOV vs GGLL
+188.6%
-123.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -1.9% | +3.1% | -5.0% | -2.2% |
| 30D | +8.3% | -36.3% | +44.6% | +13.3% |
| 3M | -3.1% | -40.4% | +37.3% | +2.1% |
| 6M | -9.8% | -54.6% | +44.8% | -2.6% |
| YTD | +5.2% | -31.1% | +36.3% | +6.7% |
| 1Y | +15.3% | -19.2% | +34.5% | +13.9% |
| 3Y | +58.8% | +151.5% | -92.8% | +24.8% |
| All | +65.1% | +188.6% | -123.5% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling