+45,719.1%
GILD vs DLTR
+10,457.1%
+35,262.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -4.8% | -10.1% | +5.3% | -3.0% |
| 30D | +5.8% | -8.1% | +13.9% | +7.4% |
| 3M | +14.9% | +2.9% | +12.1% | +14.1% |
| 6M | -0.4% | +4.3% | -4.7% | -1.9% |
| YTD | +18.5% | -3.9% | +22.5% | +18.2% |
| 1Y | +25.1% | +18.9% | +6.2% | +19.5% |
| 3Y | +105.9% | +1.9% | +104.0% | +95.9% |
| 5Y | +143.0% | +31.0% | +112.0% | +113.2% |
| 10Y | +162.4% | +44.8% | +117.6% | +113.4% |
| All | +45,719.1% | +10,457.1% | +35,262.0% | +12,624.1% |
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 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