+19,851.2%
GD vs DOV
+5,976.9%
+13,874.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -5.3% | -2.7% | -2.6% | -4.3% |
| 30D | -6.4% | -8.1% | +1.7% | -3.6% |
| 3M | +5.7% | -9.4% | +15.1% | +9.0% |
| 6M | -0.9% | -12.6% | +11.7% | +3.1% |
| YTD | +8.2% | -0.5% | +8.6% | +7.2% |
| 1Y | +13.4% | +9.2% | +4.2% | +8.4% |
| 3Y | +68.5% | +34.1% | +34.4% | +47.3% |
| 5Y | +97.2% | +17.3% | +79.9% | +78.3% |
| 10Y | +190.2% | +284.9% | -94.7% | +72.3% |
| All | +19,851.2% | +5,976.9% | +13,874.3% | +6,655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling