+11,144.7%
DLTR vs GPC
+1,382.1%
+9,762.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +2.5% | +1.2% | +1.3% | +1.9% |
| 30D | +2.1% | +6.0% | -3.9% | -0.7% |
| 3M | +20.3% | +42.6% | -22.4% | +1.1% |
| 6M | +11.5% | +22.8% | -11.2% | +0.4% |
| YTD | +6.8% | +15.5% | -8.6% | -2.2% |
| 1Y | +31.1% | +2.0% | +29.0% | +27.3% |
| 3Y | +10.7% | -1.4% | +12.1% | +4.9% |
| 5Y | +41.6% | +30.6% | +11.0% | +15.7% |
| 10Y | +58.1% | +80.6% | -22.5% | +3.7% |
| All | +11,144.7% | +1,382.1% | +9,762.6% | +2,291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling