-36.9%
GLXY vs DLTR
+59.2%
-96.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -5.3% |
| 7D | +5.3% | +5.3% | 0.0% | +5.5% |
| 30D | -19.8% | +13.4% | -33.2% | -20.0% |
| 3M | -31.4% | +6.6% | -38.0% | -31.3% |
| 6M | -53.3% | +59.1% | -112.4% | -56.0% |
| YTD | -35.7% | +12.3% | -47.9% | -36.4% |
| 1Y | -47.2% | +33.9% | -81.1% | -47.6% |
| All | -36.9% | +59.2% | -96.1% | -32.0% |
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 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