+399.9%
GH vs DLTR
+52.9%
+347.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.8% |
| 7D | -2.1% | -5.8% | +3.7% | -1.0% |
| 30D | -4.5% | -5.2% | +0.8% | -3.6% |
| 3M | +28.9% | +15.2% | +13.7% | +24.7% |
| 6M | +76.5% | +7.1% | +69.4% | +72.3% |
| YTD | +57.6% | +0.8% | +56.8% | +55.4% |
| 1Y | +167.5% | +24.8% | +142.8% | +151.1% |
| 3Y | +377.4% | +6.9% | +370.5% | +352.3% |
| 5Y | +23.8% | +33.2% | -9.4% | +13.8% |
| All | +399.9% | +52.9% | +347.0% | +275.5% |
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