+169.7%
GDX vs DOV
+864.8%
-695.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -3.8% | +11.3% | -15.0% | -7.4% |
| 3M | -5.4% | +2.2% | -7.6% | -6.2% |
| 6M | -12.7% | -2.9% | -9.8% | -11.9% |
| YTD | -0.7% | +9.6% | -10.3% | -3.9% |
| 1Y | +11.9% | +16.7% | -4.8% | +5.9% |
| 3Y | +223.9% | +66.9% | +157.0% | +165.1% |
| 5Y | +163.2% | +32.0% | +131.2% | +130.1% |
| 10Y | +349.2% | +334.8% | +14.4% | +129.4% |
| All | +169.7% | +864.8% | -695.1% | -24.5% |
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