+7.6%
DLTR vs FGI
-66.3%
+73.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.3% |
| 7D | +2.4% | +13.5% | -11.1% | +2.2% |
| 30D | +21.5% | +17.1% | +4.4% | +21.0% |
| 3M | +9.8% | +78.0% | -68.2% | +6.8% |
| 6M | +58.6% | +46.4% | +12.2% | +54.6% |
| YTD | +14.8% | +47.7% | -32.9% | +10.9% |
| 1Y | +33.0% | +56.8% | -23.7% | +28.1% |
| 3Y | +23.8% | +12.3% | +11.6% | +17.8% |
| All | +7.6% | -66.3% | +73.9% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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