+25.8%
DLTR vs GTLB
-50.0%
+75.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.4% | -0.2% | -5.3% |
| 7D | -5.8% | +4.6% | -10.4% | -6.1% |
| 30D | -5.2% | +21.0% | -26.2% | -6.5% |
| 3M | +15.2% | +51.7% | -36.5% | +11.9% |
| 6M | +7.1% | +89.3% | -82.2% | +2.4% |
| YTD | +0.8% | +25.6% | -24.8% | -1.5% |
| 1Y | +24.8% | -1.5% | +26.3% | +23.4% |
| 3Y | +6.9% | -9.9% | +16.8% | +4.0% |
| All | +25.8% | -50.0% | +75.7% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling