+2.3%
DLTR vs GRMN
+179.1%
-176.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -9.4% | -1.8% | -7.7% | -9.1% |
| 30D | -7.3% | -12.1% | +4.8% | -4.9% |
| 3M | +7.6% | +18.0% | -10.4% | +3.5% |
| 6M | +1.6% | +13.7% | -12.1% | -1.6% |
| YTD | -3.5% | +35.3% | -38.8% | -9.9% |
| 1Y | +20.0% | +17.2% | +2.8% | +14.8% |
| All | +2.3% | +179.1% | -176.7% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling