+20.3%
DLTR vs GTLB
-49.8%
+70.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -9.4% | -4.1% | -5.4% | -9.2% |
| 30D | -7.3% | +12.3% | -19.7% | -8.1% |
| 3M | +7.6% | +65.9% | -58.3% | +4.0% |
| 6M | +1.6% | +104.0% | -102.4% | -3.3% |
| YTD | -3.5% | +26.0% | -29.6% | -5.8% |
| 1Y | +20.0% | -3.5% | +23.5% | +18.9% |
| 3Y | +2.3% | -9.6% | +11.9% | -0.6% |
| All | +20.3% | -49.8% | +70.1% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling