+211.8%
GLD vs DLTR
+85.5%
+126.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -2.0% | -2.8% | +0.8% | -1.9% |
| 30D | -4.4% | +21.5% | -25.9% | -4.8% |
| 3M | -8.9% | +11.6% | -20.5% | -9.1% |
| 6M | -16.0% | +58.7% | -74.7% | -16.7% |
| YTD | -7.9% | +16.2% | -24.0% | -8.3% |
| 1Y | -3.9% | +34.8% | -38.7% | -4.6% |
| 3Y | +103.4% | +25.3% | +78.2% | +101.5% |
| 5Y | +109.7% | +25.8% | +83.9% | +107.8% |
| 10Y | +211.8% | +83.7% | +128.2% | +208.5% |
| All | +211.8% | +85.5% | +126.4% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling