+2,064.0%
GS vs DLTR
+1,554.2%
+509.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | +2.5% | -1.5% | +0.3% |
| 30D | -1.6% | +2.1% | -3.6% | -2.2% |
| 3M | -4.5% | +20.3% | -24.7% | -9.3% |
| 6M | +20.9% | +11.5% | +9.4% | +16.0% |
| YTD | +19.9% | +6.8% | +13.1% | +16.0% |
| 1Y | +41.4% | +31.1% | +10.3% | +29.3% |
| 3Y | +239.2% | +10.7% | +228.5% | +210.5% |
| 5Y | +185.0% | +41.6% | +143.4% | +134.7% |
| 10Y | +655.0% | +58.1% | +596.8% | +474.3% |
| All | +2,064.0% | +1,554.2% | +509.8% | +599.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling