+139.3%
GS vs DLTR
+20.0%
+119.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | +0.3% |
| 7D | -3.2% | -2.0% | -1.2% | -2.9% |
| 30D | -2.4% | +12.8% | -15.2% | -3.9% |
| 3M | -15.7% | +1.1% | -16.9% | -16.0% |
| 6M | -6.8% | +35.9% | -42.7% | -11.2% |
| YTD | -0.1% | +6.6% | -6.7% | -1.7% |
| 1Y | +12.1% | +28.6% | -16.5% | +7.3% |
| 3Y | +185.8% | +14.0% | +171.7% | +174.1% |
| All | +139.3% | +20.0% | +119.3% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling