+5.9%
GD vs DOV
+14.1%
-8.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | -5.0% | -1.9% | -3.1% | -4.6% |
| 30D | +8.9% | +8.3% | +0.7% | +7.4% |
| 3M | -8.0% | -3.1% | -5.0% | -7.6% |
| 6M | +2.9% | -9.8% | +12.7% | +4.4% |
| YTD | +7.1% | +5.2% | +1.9% | -0.3% |
| 1Y | +5.9% | +15.3% | -9.4% | -6.8% |
| All | +5.9% | +14.1% | -8.2% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1y: compounded portfolio wealth divided by compounded DOV 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…
1y analysis · Full analysis span regression · 6 months rolling