+100.5%
GD vs DLTR
+12.1%
+88.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +2.7% | +5.3% | -2.6% | +2.2% |
| 30D | +8.6% | +13.4% | -4.8% | +7.3% |
| 3M | -7.1% | +6.6% | -13.7% | -7.7% |
| 6M | +7.5% | +59.1% | -51.6% | +2.6% |
| YTD | +9.9% | +12.3% | -2.3% | +8.1% |
| 1Y | +7.6% | +33.9% | -26.3% | +4.1% |
| 3Y | +56.2% | +23.0% | +33.2% | +50.7% |
| All | +100.5% | +12.1% | +88.4% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling