+2.3%
DLTR vs GAP
+103.6%
-101.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -9.4% | -6.3% | -3.1% | -8.2% |
| 30D | -7.3% | -0.2% | -7.1% | -7.5% |
| 3M | +7.6% | 0.0% | +7.5% | +7.2% |
| 6M | +1.6% | -8.1% | +9.7% | +2.5% |
| YTD | -3.5% | -16.5% | +12.9% | -1.3% |
| 1Y | +20.0% | -10.5% | +30.5% | +20.8% |
| All | +2.3% | +103.6% | -101.3% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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