-13.3%
DLTR vs GGLL
+328.4%
-341.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -5.8% | +1.9% | -7.7% | -5.9% |
| 30D | -5.2% | -9.7% | +4.5% | -4.6% |
| 3M | +15.2% | -18.0% | +33.2% | +16.2% |
| 6M | +7.1% | +15.3% | -8.1% | +5.3% |
| YTD | +0.8% | +2.2% | -1.4% | -0.3% |
| 1Y | +24.8% | +73.1% | -48.3% | +18.7% |
| 3Y | +6.9% | +242.7% | -235.8% | -8.0% |
| All | -13.3% | +328.4% | -341.7% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling