+632.4%
GEV vs DOV
+10.6%
+621.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.9% |
| 7D | +1.6% | -2.0% | +3.6% | +3.3% |
| 30D | -7.9% | -8.9% | +1.0% | -0.9% |
| 3M | +5.6% | -13.3% | +18.9% | +17.5% |
| 6M | +13.1% | -9.7% | +22.7% | +21.3% |
| YTD | +46.7% | -2.5% | +49.2% | +46.8% |
| 1Y | +51.3% | +7.2% | +44.1% | +39.2% |
| All | +632.4% | +10.6% | +621.8% | +586.8% |
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 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