+188.5%
GD vs DLTR
+75.4%
+113.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.1% |
| 7D | -5.0% | -2.0% | -2.9% | -4.8% |
| 30D | +8.9% | +12.8% | -3.8% | +6.9% |
| 3M | -8.0% | +1.1% | -9.2% | -8.5% |
| 6M | +2.9% | +35.9% | -33.0% | -2.4% |
| YTD | +7.1% | +6.6% | +0.5% | +5.0% |
| 1Y | +5.9% | +28.6% | -22.7% | +0.8% |
| 3Y | +53.9% | +14.0% | +39.8% | +45.9% |
| 5Y | +95.4% | +19.2% | +76.2% | +77.4% |
| All | +188.5% | +75.4% | +113.1% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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