-2.4%
GFS vs DLTR
+25.4%
-27.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +1.0% | +2.5% | -1.5% | +0.4% |
| 30D | -8.6% | +2.1% | -10.7% | -9.1% |
| 3M | -46.5% | +20.3% | -66.8% | -49.1% |
| 6M | -4.8% | +11.5% | -16.3% | -8.3% |
| YTD | +29.7% | +6.8% | +22.8% | +25.7% |
| 1Y | +35.8% | +31.1% | +4.7% | +24.4% |
| 3Y | -18.3% | +10.7% | -29.0% | -23.9% |
| All | -2.4% | +25.4% | -27.8% | -12.6% |
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