+219.4%
GLDM vs DLTR
+51.4%
+168.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.7% |
| 7D | +4.7% | -2.0% | +6.7% | +4.7% |
| 30D | -0.9% | +12.8% | -13.6% | -1.1% |
| 3M | -4.3% | +1.1% | -5.4% | -4.3% |
| 6M | -13.4% | +35.9% | -49.3% | -13.9% |
| YTD | -5.8% | +6.6% | -12.4% | -6.2% |
| 1Y | +2.1% | +28.6% | -26.6% | +1.4% |
| 3Y | +105.0% | +14.0% | +91.0% | +103.4% |
| 5Y | +122.5% | +19.2% | +103.3% | +120.8% |
| All | +219.4% | +51.4% | +168.0% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling