-2.1%
GLDM vs DLTR
+33.1%
-35.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.3% | -2.7% |
| 7D | +2.9% | +5.0% | -2.2% | +2.6% |
| 30D | -3.9% | +18.7% | -22.6% | -4.5% |
| 3M | -8.1% | +8.9% | -17.0% | -8.4% |
| 6M | -14.7% | +49.4% | -64.1% | -16.5% |
| YTD | -6.6% | +14.5% | -21.1% | -9.7% |
| 1Y | -2.1% | +32.5% | -34.5% | -5.3% |
| All | -2.1% | +33.1% | -35.1% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling