+76.3%
DLTR vs GPC
+74.9%
+1.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +5.3% | +0.4% | +4.9% | +5.1% |
| 30D | +13.4% | -6.3% | +19.7% | +16.5% |
| 3M | +6.6% | -8.2% | +14.8% | +10.4% |
| 6M | +59.1% | +27.1% | +32.0% | +43.8% |
| YTD | +12.3% | +3.1% | +9.1% | +8.9% |
| 1Y | +33.9% | +0.1% | +33.8% | +31.7% |
| 3Y | +23.0% | +0.2% | +22.8% | +16.9% |
| 5Y | +22.1% | +4.9% | +17.2% | +12.3% |
| All | +76.3% | +74.9% | +1.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling