+44.0%
DLTR vs GGLL
-11.6%
+55.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.5% | +3.1% | +9.4% |
| 7D | +15.6% | -23.1% | +38.7% | +16.2% |
| 30D | +29.9% | -32.9% | +62.8% | +31.5% |
| 3M | +12.5% | -44.9% | +57.3% | +15.0% |
| 6M | +56.3% | -49.5% | +105.8% | +60.1% |
| YTD | +19.5% | -28.9% | +48.4% | +18.9% |
| 1Y | +44.0% | -12.2% | +56.2% | +42.3% |
| All | +44.0% | -11.6% | +55.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling