+218.2%
GLD vs DLTR
+45.2%
+173.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.0% |
| 7D | +0.1% | -10.2% | +10.4% | +0.3% |
| 30D | +0.2% | -8.5% | +8.7% | +0.3% |
| 3M | +3.2% | +5.6% | -2.3% | +3.1% |
| 6M | -14.6% | +2.2% | -16.8% | -14.8% |
| YTD | +1.8% | -3.8% | +5.5% | +1.6% |
| 1Y | +20.7% | +22.9% | -2.2% | +20.1% |
| 3Y | +126.5% | +2.0% | +124.5% | +125.2% |
| 5Y | +140.0% | +29.8% | +110.2% | +138.1% |
| 10Y | +218.2% | +45.0% | +173.2% | +219.6% |
| All | +218.2% | +45.2% | +173.0% | +219.6% |
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 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