+124.5%
GLD vs DLTR
+6.7%
+117.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -1.6% |
| 7D | +0.7% | -5.8% | +6.6% | +0.9% |
| 30D | +0.3% | -5.2% | +5.6% | +0.4% |
| 3M | +0.6% | +15.2% | -14.6% | +0.2% |
| 6M | -15.6% | +7.1% | -22.7% | -16.0% |
| YTD | +0.9% | +0.8% | 0.0% | +0.3% |
| 1Y | +19.4% | +24.8% | -5.4% | +18.3% |
| 3Y | +124.5% | +6.9% | +117.5% | +122.8% |
| All | +124.5% | +6.7% | +117.8% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling