+18.7%
DOV vs GPC
+30.9%
-12.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -2.7% | +1.2% | -3.9% | -3.1% |
| 30D | -8.1% | +6.0% | -14.1% | -10.2% |
| 3M | -9.4% | +42.6% | -52.0% | -22.5% |
| 6M | -12.6% | +22.8% | -35.4% | -20.6% |
| YTD | -0.5% | +15.5% | -15.9% | -8.3% |
| 1Y | +9.2% | +2.0% | +7.2% | +6.5% |
| 3Y | +34.1% | -1.4% | +35.6% | +28.0% |
| All | +18.7% | +30.9% | -12.2% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling