+176.9%
DLTR vs GWRE
+741.3%
-564.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -10.1% | -13.2% | +3.2% | -8.1% |
| 30D | -8.1% | -18.6% | +10.5% | -5.8% |
| 3M | +2.9% | +18.9% | -16.0% | -0.9% |
| 6M | +4.3% | -11.0% | +15.3% | +4.2% |
| YTD | -3.9% | -29.9% | +26.0% | -0.9% |
| 1Y | +18.9% | -44.3% | +63.2% | +27.0% |
| 3Y | +1.9% | +51.7% | -49.8% | -11.2% |
| 5Y | +31.0% | +15.4% | +15.6% | +17.1% |
| 10Y | +44.8% | +129.4% | -84.7% | +11.0% |
| All | +176.9% | +741.3% | -564.4% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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