-3.5%
GEHC vs DLTR
+1.4%
-4.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -7.2% | -10.1% | +2.9% | -5.5% |
| 30D | -11.6% | -8.1% | -3.4% | -10.3% |
| 3M | -0.8% | +2.9% | -3.7% | -1.3% |
| 6M | -11.9% | +4.3% | -16.3% | -12.8% |
| YTD | -21.9% | -3.9% | -18.0% | -21.8% |
| 1Y | -17.8% | +18.9% | -36.7% | -20.5% |
| 3Y | -3.5% | +1.9% | -5.5% | -3.5% |
| All | -3.5% | +1.4% | -4.9% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling