+642.6%
GS vs DLTR
+50.3%
+592.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.9% |
| 7D | +3.4% | -5.8% | +9.2% | +4.6% |
| 30D | +0.2% | -5.2% | +5.4% | +1.2% |
| 3M | -0.3% | +15.2% | -15.5% | -3.7% |
| 6M | +27.4% | +7.1% | +20.2% | +24.0% |
| YTD | +19.6% | +0.8% | +18.8% | +17.8% |
| 1Y | +42.5% | +24.8% | +17.7% | +33.4% |
| 3Y | +240.4% | +6.9% | +233.5% | +220.2% |
| 5Y | +188.9% | +33.2% | +155.7% | +142.6% |
| 10Y | +642.6% | +51.6% | +591.0% | +465.2% |
| All | +642.6% | +50.3% | +592.3% | +465.2% |
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