+44.0%
DLTR vs GTLB
+6.1%
+37.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +15.6% | -9.7% | +25.2% | +16.1% |
| 30D | +29.9% | +1.7% | +28.2% | +29.6% |
| 3M | +12.5% | +43.6% | -31.1% | +10.3% |
| 6M | +56.3% | +113.0% | -56.7% | +50.5% |
| YTD | +19.5% | +39.5% | -20.0% | +9.6% |
| 1Y | +44.0% | +12.6% | +31.4% | +28.7% |
| All | +44.0% | +6.1% | +37.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling