+43.4%
DLTR vs GRMN
+677.8%
-634.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.7% | -1.8% |
| 7D | -10.1% | +2.4% | -12.5% | -10.8% |
| 30D | -8.1% | -8.5% | +0.3% | -5.6% |
| 3M | +2.9% | +19.5% | -16.6% | -3.6% |
| 6M | +4.3% | +21.2% | -16.8% | -2.9% |
| YTD | -3.9% | +41.0% | -45.0% | -15.3% |
| 1Y | +18.9% | +19.6% | -0.7% | +10.3% |
| 3Y | +1.9% | +183.8% | -181.9% | -33.6% |
| 5Y | +31.0% | +83.0% | -52.0% | -1.0% |
| All | +43.4% | +677.8% | -634.3% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling