+100.5%
GD vs DOV
+29.1%
+71.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.7% | +3.0% | -0.3% | +1.7% |
| 30D | +8.6% | +8.6% | 0.0% | +5.7% |
| 3M | -7.1% | +1.9% | -8.9% | -7.7% |
| 6M | +7.5% | -1.7% | +9.1% | +7.3% |
| YTD | +9.9% | +8.3% | +1.6% | +5.5% |
| 1Y | +7.6% | +16.6% | -9.0% | +0.6% |
| 3Y | +56.2% | +65.1% | -8.9% | +26.8% |
| All | +100.5% | +29.1% | +71.5% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling