-34.7%
GFS vs DOV
+25.3%
-59.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +5.6% |
| 7D | -7.8% | -1.9% | -6.0% | -6.1% |
| 30D | -19.7% | +8.3% | -27.9% | -24.8% |
| 3M | -23.1% | -3.1% | -20.1% | -20.8% |
| 6M | -46.4% | -9.8% | -36.6% | -41.1% |
| YTD | +11.0% | +5.2% | +5.8% | +6.0% |
| 1Y | +12.6% | +15.3% | -2.7% | -1.1% |
| 3Y | -24.9% | +58.8% | -83.7% | -52.1% |
| All | -34.7% | +25.3% | -59.9% | -47.5% |
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 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