+7.2%
GEHC vs DLTR
-18.8%
+26.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -7.2% | -10.1% | +2.9% | -5.6% |
| 30D | -11.6% | -8.1% | -3.4% | -10.4% |
| 3M | -0.8% | +2.9% | -3.7% | -1.2% |
| 6M | -11.9% | +4.3% | -16.3% | -12.8% |
| YTD | -21.9% | -3.9% | -18.0% | -21.9% |
| 1Y | -17.8% | +18.9% | -36.7% | -20.2% |
| 3Y | -3.5% | +1.9% | -5.5% | -4.3% |
| All | +7.2% | -18.8% | +26.0% | +3.7% |
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