+31.5%
DLTR vs GAP
+3.0%
+28.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -9.4% | -6.3% | -3.1% | -8.1% |
| 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% | -1.2% |
| 1Y | +20.0% | -10.5% | +30.5% | +20.9% |
| 3Y | +2.3% | +104.0% | -101.7% | -18.0% |
| 5Y | +31.5% | +6.8% | +24.8% | +10.7% |
| All | +31.5% | +3.0% | +28.5% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling