+185.8%
GS vs DLTR
+12.7%
+173.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | +0.1% |
| 7D | -3.2% | -2.0% | -1.2% | -3.0% |
| 30D | -2.4% | +12.8% | -15.2% | -3.3% |
| 3M | -15.7% | +1.1% | -16.9% | -15.8% |
| 6M | -6.8% | +35.9% | -42.7% | -10.1% |
| YTD | -0.1% | +6.6% | -6.7% | -1.2% |
| 1Y | +12.1% | +28.6% | -16.5% | +8.8% |
| 3Y | +185.8% | +14.0% | +171.7% | +165.0% |
| All | +185.8% | +12.7% | +173.1% | +165.0% |
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