+627.7%
GEV vs DLTR
-8.0%
+635.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.9% |
| 7D | +3.2% | -10.2% | +13.4% | +3.6% |
| 30D | -4.0% | -8.5% | +4.5% | -3.7% |
| 3M | +3.4% | +5.6% | -2.2% | +2.7% |
| 6M | +14.7% | +2.2% | +12.5% | +14.3% |
| YTD | +45.8% | -3.8% | +49.5% | +46.0% |
| 1Y | +57.4% | +22.9% | +34.4% | +55.4% |
| All | +627.7% | -8.0% | +635.6% | +784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling