+18.9%
DLTR vs GME
-11.9%
+30.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.5% |
| 7D | -10.1% | +10.4% | -20.5% | -10.2% |
| 30D | -8.1% | +14.1% | -22.2% | -8.3% |
| 3M | +2.9% | -4.6% | +7.5% | +3.1% |
| 6M | +4.3% | -13.5% | +17.9% | +4.6% |
| YTD | -3.9% | +5.3% | -9.3% | -6.3% |
| 1Y | +18.9% | -14.9% | +33.8% | +17.8% |
| All | +18.9% | -11.9% | +30.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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