+786.0%
DLTR vs GRMN
+6,622.3%
-5,836.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | -5.2% | -11.3% | +6.1% | -2.9% |
| 3M | +15.2% | +17.7% | -2.5% | +11.0% |
| 6M | +7.1% | +14.2% | -7.0% | +3.7% |
| YTD | +0.8% | +37.0% | -36.2% | -6.2% |
| 1Y | +24.8% | +17.0% | +7.8% | +19.7% |
| 3Y | +6.9% | +183.2% | -176.3% | -16.0% |
| 5Y | +33.2% | +77.3% | -44.0% | +14.1% |
| 10Y | +51.6% | +630.9% | -579.3% | -1.4% |
| All | +786.0% | +6,622.3% | -5,836.3% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GRMN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling