-5.6%
DLTR vs FGI
-69.8%
+64.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -5.7% |
| 7D | -5.8% | +5.2% | -11.0% | -5.9% |
| 30D | -5.2% | +65.2% | -70.4% | -7.6% |
| 3M | +15.2% | +30.2% | -15.0% | +12.8% |
| 6M | +7.1% | +87.8% | -80.7% | +3.1% |
| YTD | +0.8% | +32.5% | -31.6% | -2.3% |
| 1Y | +24.8% | +93.6% | -68.8% | +19.3% |
| 3Y | +6.9% | -2.6% | +9.5% | +2.1% |
| All | -5.6% | -69.8% | +64.2% | -7.7% |
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