-30.1%
GFS vs DOV
+29.1%
-59.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.9% |
| 7D | +7.4% | +3.0% | +4.4% | +4.6% |
| 30D | -15.3% | +8.6% | -23.9% | -20.9% |
| 3M | -21.1% | +1.9% | -23.0% | -22.2% |
| 6M | -44.5% | -1.7% | -42.8% | -43.5% |
| YTD | +19.2% | +8.3% | +10.9% | +10.9% |
| 1Y | +27.2% | +16.6% | +10.7% | +10.7% |
| 3Y | -20.1% | +65.1% | -85.3% | -50.7% |
| All | -30.1% | +29.1% | -59.2% | -45.6% |
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