+212.2%
GLD vs DOV
+361.0%
-148.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +1.7% |
| 7D | +4.9% | -1.4% | +6.3% | +5.0% |
| 30D | -1.3% | +12.8% | -14.1% | -1.8% |
| 3M | -4.8% | +1.1% | -5.9% | -4.8% |
| 6M | -12.5% | -2.6% | -9.9% | -12.5% |
| YTD | -4.2% | +9.9% | -14.1% | -4.5% |
| 1Y | +3.0% | +19.3% | -16.3% | +2.5% |
| 3Y | +109.1% | +68.4% | +40.7% | +106.0% |
| 5Y | +121.6% | +29.1% | +92.4% | +118.3% |
| 10Y | +212.2% | +340.2% | -127.9% | +213.2% |
| All | +212.2% | +361.0% | -148.7% | +213.2% |
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