+422.4%
GE vs DLTR
+29.9%
+392.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.8% | -9.4% | +6.6% | -1.6% |
| 30D | -11.9% | -7.3% | -4.6% | -11.1% |
| 3M | +1.8% | +7.6% | -5.7% | +0.6% |
| 6M | -0.6% | +1.6% | -2.2% | -1.5% |
| YTD | +5.5% | -3.5% | +9.1% | +5.3% |
| 1Y | +15.0% | +20.0% | -5.1% | +11.7% |
| 3Y | +269.5% | +2.3% | +267.3% | +261.5% |
| 5Y | +422.4% | +31.5% | +390.9% | +397.4% |
| All | +422.4% | +29.9% | +392.6% | +397.4% |
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 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