+248.5%
GLDM vs DLTR
+51.7%
+196.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 6M | -13.7% | +11.5% | -25.2% | -14.0% |
| YTD | +2.8% | +6.8% | -4.1% | +2.4% |
| 1Y | +24.8% | +31.1% | -6.2% | +24.0% |
| 3Y | +127.8% | +10.7% | +117.1% | +126.1% |
| 5Y | +141.1% | +41.6% | +99.5% | +138.9% |
| All | +248.5% | +51.7% | +196.7% | +242.7% |
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 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