+43.1%
GFS vs DLTR
+19.6%
+23.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.5% |
| 7D | +4.5% | -10.2% | +14.8% | +5.9% |
| 30D | -8.2% | -8.5% | +0.3% | -7.3% |
| 3M | -38.9% | +5.6% | -44.4% | -40.0% |
| 6M | -2.9% | +2.2% | -5.1% | -2.6% |
| YTD | +31.8% | -3.8% | +35.5% | +31.3% |
| 1Y | +43.1% | +22.9% | +20.2% | +26.1% |
| All | +43.1% | +19.6% | +23.5% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling