+14.0%
DLTR vs GGLL
+154.9%
-140.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.0% |
| 7D | -2.0% | +3.1% | -5.1% | -2.1% |
| 30D | +12.8% | -36.3% | +49.1% | +14.5% |
| 3M | +1.1% | -40.4% | +41.5% | +2.9% |
| 6M | +35.9% | -54.6% | +90.5% | +39.4% |
| YTD | +6.6% | -31.1% | +37.7% | +7.1% |
| 1Y | +28.6% | -19.2% | +47.8% | +28.3% |
| 3Y | +14.0% | +151.5% | -137.5% | +10.0% |
| All | +14.0% | +154.9% | -140.9% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling