-25.7%
GIS vs DLTR
+30.4%
-56.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -6.4% | -10.1% | +3.7% | -5.5% |
| 30D | -6.1% | -8.1% | +2.0% | -5.4% |
| 3M | +7.8% | +2.9% | +5.0% | +7.6% |
| 6M | -8.8% | +4.3% | -13.1% | -9.3% |
| YTD | -19.1% | -3.9% | -15.2% | -19.2% |
| 1Y | -24.8% | +18.9% | -43.7% | -26.1% |
| 3Y | -37.6% | +1.9% | -39.5% | -38.5% |
| All | -25.7% | +30.4% | -56.1% | -29.3% |
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