-37.6%
GIS vs DOV
+37.0%
-74.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -6.4% | -2.0% | -4.4% | -6.3% |
| 30D | -6.1% | -8.9% | +2.8% | -5.9% |
| 3M | +7.8% | -13.3% | +21.1% | +8.2% |
| 6M | -8.8% | -9.7% | +0.9% | -8.6% |
| YTD | -19.1% | -2.5% | -16.7% | -19.1% |
| 1Y | -24.8% | +7.2% | -32.0% | -25.0% |
| 3Y | -37.6% | +39.4% | -77.0% | -39.6% |
| All | -37.6% | +37.0% | -74.6% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling