+2.1%
GLDM vs DLTR
+26.0%
-24.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.6% |
| 7D | +4.7% | -2.0% | +6.7% | +4.7% |
| 30D | -0.9% | +12.8% | -13.6% | -1.3% |
| 3M | -4.3% | +1.1% | -5.4% | -4.3% |
| 6M | -13.4% | +35.9% | -49.3% | -14.9% |
| YTD | -5.8% | +6.6% | -12.4% | -8.6% |
| 1Y | +2.1% | +28.6% | -26.6% | -0.7% |
| All | +2.1% | +26.0% | -24.0% | -0.7% |
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