+177.4%
GD vs DLTR
+88.8%
+88.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.4% | +1.6% |
| 7D | -3.0% | -1.0% | -2.1% | -3.0% |
| 30D | +9.3% | +15.7% | -6.4% | +6.8% |
| 3M | -7.2% | +4.8% | -12.0% | -8.1% |
| 6M | +5.5% | +45.6% | -40.2% | -1.0% |
| YTD | +9.5% | +11.6% | -2.1% | +6.6% |
| 1Y | +6.4% | +29.8% | -23.3% | +1.2% |
| 3Y | +59.8% | +20.8% | +39.1% | +50.2% |
| 5Y | +98.0% | +23.5% | +74.5% | +79.0% |
| 10Y | +177.4% | +80.5% | +96.9% | +132.0% |
| All | +177.4% | +88.8% | +88.6% | +132.0% |
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