+113.3%
GLD vs DLTR
+26.4%
+87.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -2.7% |
| 7D | +2.8% | +5.0% | -2.2% | +2.7% |
| 30D | -4.0% | +18.7% | -22.7% | -4.4% |
| 3M | -8.2% | +8.9% | -17.1% | -8.5% |
| 6M | -14.8% | +49.4% | -64.3% | -15.8% |
| YTD | -6.8% | +14.5% | -21.3% | -7.5% |
| 1Y | -2.4% | +32.5% | -34.9% | -3.4% |
| 3Y | +105.8% | +23.4% | +82.3% | +103.2% |
| 5Y | +113.3% | +26.2% | +87.1% | +111.4% |
| All | +113.3% | +26.4% | +87.0% | +111.4% |
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