+1,038.7%
DLTR vs GME
+1,127.7%
-89.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.3% | -9.8% | -4.8% |
| 7D | -10.2% | +4.8% | -15.1% | -10.5% |
| 30D | -8.5% | +5.9% | -14.3% | -8.8% |
| 3M | +5.6% | -10.7% | +16.3% | +6.0% |
| 6M | +2.2% | -19.8% | +22.0% | +3.1% |
| YTD | -3.8% | -0.9% | -2.8% | -4.0% |
| 1Y | +22.9% | -15.7% | +38.6% | +23.5% |
| 3Y | +2.0% | +12.3% | -10.3% | -5.6% |
| 5Y | +29.8% | -60.1% | +89.9% | +22.6% |
| 10Y | +45.0% | +265.3% | -220.3% | -30.0% |
| All | +1,038.7% | +1,127.7% | -89.0% | +248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling