+326.3%
GDX vs DOV
+325.7%
+0.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.8% | +3.0% | -9.8% | -7.5% |
| 30D | -2.1% | +8.6% | -10.7% | -4.2% |
| 3M | -7.5% | +1.9% | -9.4% | -8.0% |
| 6M | -15.2% | -1.7% | -13.5% | -14.9% |
| YTD | -4.8% | +8.3% | -13.1% | -6.5% |
| 1Y | +6.7% | +16.6% | -9.8% | +3.1% |
| 3Y | +212.7% | +65.1% | +147.6% | +176.9% |
| 5Y | +151.7% | +29.2% | +122.5% | +129.5% |
| All | +326.3% | +325.7% | +0.6% | +245.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling