-7.3%
GFS vs DLTR
+36.4%
-43.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +5.2% |
| 7D | +6.2% | -2.8% | +9.0% | +6.9% |
| 30D | -11.4% | +21.5% | -32.9% | -15.4% |
| 3M | -15.5% | +11.6% | -27.1% | -18.1% |
| 6M | -42.6% | +58.7% | -101.4% | -49.5% |
| YTD | +23.2% | +16.2% | +7.0% | +16.7% |
| 1Y | +23.6% | +34.8% | -11.3% | +12.4% |
| 3Y | -17.2% | +25.3% | -42.5% | -25.6% |
| 5Y | -23.4% | +25.8% | -49.3% | -32.2% |
| All | -7.3% | +36.4% | -43.7% | -18.9% |
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