+833.1%
GLW vs DLTR
+45.9%
+787.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +11.7% | -9.4% | +21.2% | +13.7% |
| 30D | +2.7% | -7.3% | +10.0% | +3.8% |
| 3M | -2.8% | +7.6% | -10.4% | -4.9% |
| 6M | +20.2% | +1.6% | +18.6% | +18.0% |
| YTD | +87.3% | -3.5% | +90.8% | +85.4% |
| 1Y | +119.6% | +20.0% | +99.6% | +106.3% |
| 3Y | +453.7% | +2.3% | +451.4% | +422.3% |
| 5Y | +376.1% | +31.5% | +344.5% | +299.6% |
| All | +833.1% | +45.9% | +787.2% | +623.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling