-32.0%
GFS vs DLTR
+23.7%
-55.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.2% | +3.9% |
| 7D | -3.1% | -1.0% | -2.1% | -3.1% |
| 30D | -16.0% | +15.7% | -31.7% | -19.0% |
| 3M | -24.7% | +4.8% | -29.5% | -26.0% |
| 6M | -45.1% | +45.6% | -90.7% | -50.7% |
| YTD | +16.5% | +11.6% | +4.9% | +11.3% |
| 1Y | +19.3% | +29.8% | -10.4% | +9.4% |
| 3Y | -20.0% | +20.8% | -40.7% | -27.6% |
| 5Y | -32.0% | +23.5% | -55.5% | -41.8% |
| All | -32.0% | +23.7% | -55.7% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling