+19.8%
DLTR vs GTLB
-50.1%
+69.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -10.1% | -5.7% | -4.4% | -9.7% |
| 30D | -8.1% | +15.1% | -23.3% | -9.0% |
| 3M | +2.9% | +65.5% | -62.6% | -0.5% |
| 6M | +4.3% | +102.9% | -98.5% | -0.6% |
| YTD | -3.9% | +25.2% | -29.1% | -6.2% |
| 1Y | +18.9% | -5.5% | +24.4% | +17.9% |
| 3Y | +1.9% | -10.9% | +12.8% | -0.8% |
| All | +19.8% | -50.1% | +69.9% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling