+1,704.0%
GS vs DOV
+1,197.4%
+506.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | -3.2% | -1.9% | -1.3% | -2.0% |
| 30D | -2.4% | +8.3% | -10.7% | -7.4% |
| 3M | -15.7% | -3.1% | -12.7% | -14.1% |
| 6M | -6.8% | -9.8% | +3.0% | -1.0% |
| YTD | -0.1% | +5.2% | -5.2% | -4.6% |
| 1Y | +12.1% | +15.3% | -3.2% | +0.6% |
| 3Y | +185.8% | +58.8% | +127.0% | +106.2% |
| 5Y | +140.1% | +26.6% | +113.5% | +97.8% |
| 10Y | +505.2% | +351.6% | +153.6% | +113.7% |
| All | +1,704.0% | +1,197.4% | +506.6% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling