+244.9%
GS vs DLTR
+11.8%
+233.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | +2.5% | -1.5% | +0.7% |
| 30D | -1.6% | +2.1% | -3.6% | -1.8% |
| 3M | -4.5% | +20.3% | -24.7% | -6.5% |
| 6M | +20.9% | +11.5% | +9.4% | +18.9% |
| YTD | +19.9% | +6.8% | +13.1% | +18.4% |
| 1Y | +41.4% | +31.1% | +10.3% | +36.5% |
| All | +244.9% | +11.8% | +233.1% | +223.9% |
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