-0.8%
GFS vs DLTR
+13.0%
-13.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.9% |
| 7D | +4.5% | -10.2% | +14.8% | +7.0% |
| 30D | -8.2% | -8.5% | +0.3% | -6.6% |
| 3M | -38.9% | +5.6% | -44.4% | -40.1% |
| 6M | -2.9% | +2.2% | -5.1% | -4.7% |
| YTD | +31.8% | -3.8% | +35.5% | +30.7% |
| 1Y | +43.1% | +22.9% | +20.2% | +32.8% |
| 3Y | -20.6% | +2.0% | -22.7% | -25.0% |
| All | -0.8% | +13.0% | -13.8% | -9.2% |
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