+18.6%
GLXY vs DLTR
+43.0%
-24.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.4% | +3.1% |
| 7D | +15.5% | -5.8% | +21.3% | +15.8% |
| 30D | +34.1% | -5.2% | +39.4% | +34.4% |
| 3M | -11.3% | +15.2% | -26.5% | -13.5% |
| 6M | +31.6% | +7.1% | +24.5% | +28.8% |
| YTD | +21.0% | +0.8% | +20.1% | +19.7% |
| 1Y | +11.7% | +24.8% | -13.1% | +10.9% |
| All | +18.6% | +43.0% | -24.4% | +27.9% |
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