-55.2%
GLXY vs DLTR
+45.2%
-100.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +9.6% | -26.6% | -16.7% |
| 7D | -26.8% | +15.6% | -42.4% | -27.2% |
| 30D | -38.3% | +29.9% | -68.2% | -39.7% |
| 3M | -36.9% | +12.5% | -49.4% | -37.0% |
| 6M | -52.1% | +56.3% | -108.4% | -56.9% |
| YTD | -37.5% | +19.5% | -57.0% | -37.9% |
| 1Y | -55.2% | +44.0% | -99.2% | -62.0% |
| All | -55.2% | +45.2% | -100.4% | -62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling