+129.7%
GLDM vs DLTR
+10.7%
+119.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | +2.5% | -3.0% | -0.6% |
| 30D | +4.4% | +2.1% | +2.3% | +4.4% |
| 3M | -1.1% | +20.3% | -21.3% | -1.6% |
| 6M | -13.7% | +11.5% | -25.2% | -14.2% |
| YTD | +2.8% | +6.8% | -4.1% | +2.1% |
| 1Y | +24.8% | +31.1% | -6.2% | +23.5% |
| All | +129.7% | +10.7% | +119.0% | +127.5% |
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