+206.1%
GLD vs DLTR
+76.3%
+129.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.2% |
| 7D | -4.6% | +5.3% | -9.9% | -4.7% |
| 30D | -5.5% | +13.4% | -18.9% | -5.7% |
| 3M | -10.9% | +6.6% | -17.5% | -11.0% |
| 6M | -17.4% | +59.1% | -76.5% | -18.2% |
| YTD | -10.3% | +12.3% | -22.6% | -10.7% |
| 1Y | -7.2% | +33.9% | -41.0% | -7.8% |
| 3Y | +96.9% | +23.0% | +73.9% | +95.1% |
| 5Y | +103.8% | +22.1% | +81.6% | +102.0% |
| All | +206.1% | +76.3% | +129.9% | +203.0% |
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