+340.2%
DOV vs GPC
+93.7%
+246.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +3.2% |
| 7D | -1.4% | +0.8% | -2.2% | -1.8% |
| 30D | +12.8% | -1.1% | +13.9% | +13.1% |
| 3M | +1.1% | -6.6% | +7.8% | +4.4% |
| 6M | -2.6% | +22.2% | -24.9% | -14.6% |
| YTD | +9.9% | +5.1% | +4.8% | +3.0% |
| 1Y | +19.3% | +2.8% | +16.5% | +13.2% |
| 3Y | +68.4% | +2.4% | +66.0% | +52.4% |
| 5Y | +29.1% | +7.8% | +21.4% | +10.4% |
| 10Y | +340.2% | +87.2% | +252.9% | +155.7% |
| All | +340.2% | +93.7% | +246.4% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling