+457.2%
GS vs DLTR
+84.2%
+373.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | +1.6% | +5.0% | -3.5% | +0.6% |
| 30D | +1.7% | +18.7% | -17.0% | -1.9% |
| 3M | -11.6% | +8.9% | -20.4% | -13.4% |
| 6M | -1.9% | +49.4% | -51.3% | -10.9% |
| YTD | +5.1% | +14.5% | -9.4% | +0.6% |
| 1Y | +16.4% | +32.5% | -16.1% | +7.9% |
| 3Y | +199.0% | +23.4% | +175.5% | +172.6% |
| 5Y | +157.4% | +26.2% | +131.3% | +123.4% |
| 10Y | +457.2% | +82.4% | +374.8% | +335.9% |
| All | +457.2% | +84.2% | +373.1% | +335.9% |
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 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