+104.1%
GLDM vs DLTR
+25.7%
+78.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.2% |
| 7D | -2.0% | -2.8% | +0.8% | -1.9% |
| 30D | -4.4% | +21.5% | -25.9% | -4.9% |
| 3M | -8.8% | +11.6% | -20.4% | -9.1% |
| 6M | -15.9% | +58.7% | -74.6% | -17.0% |
| YTD | -7.7% | +16.2% | -23.9% | -8.5% |
| 1Y | -3.6% | +34.8% | -38.4% | -4.7% |
| All | +104.1% | +25.7% | +78.4% | +102.3% |
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 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