+29.8%
DLTR vs GPC
+30.9%
-1.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.4% | -4.9% |
| 7D | -10.2% | -0.6% | -9.6% | -10.0% |
| 30D | -8.5% | +1.3% | -9.8% | -8.9% |
| 3M | +5.6% | +37.1% | -31.5% | -7.0% |
| 6M | +2.2% | +23.2% | -21.0% | -6.3% |
| YTD | -3.8% | +13.1% | -16.8% | -10.3% |
| 1Y | +22.9% | +0.9% | +22.1% | +20.0% |
| 3Y | +2.0% | -0.8% | +2.9% | -2.9% |
| 5Y | +29.8% | +31.1% | -1.3% | -2.6% |
| All | +29.8% | +30.9% | -1.1% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling