+32.4%
DLTR vs GME
-56.3%
+88.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.5% |
| 7D | -10.1% | +10.4% | -20.5% | -10.4% |
| 30D | -8.1% | +14.1% | -22.2% | -8.5% |
| 3M | +2.9% | -4.6% | +7.5% | +3.0% |
| 6M | +4.3% | -13.5% | +17.9% | +4.7% |
| YTD | -3.9% | +5.3% | -9.3% | -4.3% |
| 1Y | +18.9% | -14.9% | +33.8% | +19.2% |
| 3Y | +1.9% | +24.3% | -22.4% | -6.9% |
| All | +32.4% | -56.3% | +88.7% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling