+463.3%
GLW vs DLTR
+6.7%
+456.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.6% | +13.2% | +7.8% |
| 7D | +14.0% | -5.8% | +19.8% | +14.3% |
| 30D | +0.4% | -5.2% | +5.6% | +0.6% |
| 3M | -11.3% | +15.2% | -26.5% | -12.7% |
| 6M | +35.1% | +7.1% | +27.9% | +34.0% |
| YTD | +90.5% | +0.8% | +89.7% | +89.6% |
| 1Y | +132.0% | +24.8% | +107.2% | +125.6% |
| 3Y | +463.3% | +6.9% | +456.4% | +430.1% |
| All | +463.3% | +6.7% | +456.7% | +430.1% |
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 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