+32.4%
DLTR vs GNRC
-58.7%
+91.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.8% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -8.1% | -15.7% | +7.6% | -6.1% |
| 3M | +2.9% | -27.3% | +30.2% | +6.8% |
| 6M | +4.3% | -12.1% | +16.4% | +4.7% |
| YTD | -3.9% | +37.1% | -41.1% | -10.3% |
| 1Y | +18.9% | -0.5% | +19.4% | +16.0% |
| 3Y | +1.9% | +61.5% | -59.6% | -8.8% |
| All | +32.4% | -58.7% | +91.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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