+437.1%
GS vs DLTR
+80.3%
+356.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +5.1% | +2.4% | +2.7% | +4.6% |
| 30D | +2.4% | +21.5% | -19.1% | -1.6% |
| 3M | -11.5% | +9.8% | -21.3% | -13.4% |
| 6M | -2.5% | +58.6% | -61.2% | -12.5% |
| YTD | +5.5% | +14.8% | -9.4% | +0.9% |
| 1Y | +11.0% | +33.0% | -22.0% | +2.8% |
| 3Y | +200.1% | +23.8% | +176.2% | +173.5% |
| 5Y | +154.7% | +24.9% | +129.8% | +121.8% |
| All | +437.1% | +80.3% | +356.8% | +312.4% |
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