+643.1%
DLTR vs GNRC
+2,082.9%
-1,439.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | +2.9% | -27.3% | +30.2% | +7.0% |
| 6M | +4.3% | -12.1% | +16.4% | +4.9% |
| YTD | -3.9% | +37.1% | -41.1% | -10.0% |
| 1Y | +18.9% | -0.5% | +19.4% | +16.3% |
| 3Y | +1.9% | +61.5% | -59.6% | -8.7% |
| 5Y | +31.0% | -58.6% | +89.6% | +34.9% |
| 10Y | +44.8% | +446.3% | -401.5% | +0.5% |
| All | +643.1% | +2,082.9% | -1,439.9% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling