+771.1%
GSK vs DLTR
+10,981.5%
-10,210.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -2.1% |
| 7D | -4.2% | -5.8% | +1.6% | -3.5% |
| 30D | -7.5% | -5.2% | -2.3% | -7.0% |
| 3M | -3.3% | +15.2% | -18.5% | -4.9% |
| 6M | -9.3% | +7.1% | -16.5% | -10.4% |
| YTD | +1.6% | +0.8% | +0.8% | +0.9% |
| 1Y | +25.5% | +24.8% | +0.7% | +21.5% |
| 3Y | +49.3% | +6.9% | +42.3% | +44.1% |
| 5Y | +46.7% | +33.2% | +13.4% | +35.3% |
| 10Y | +76.8% | +51.6% | +25.2% | +56.4% |
| All | +771.1% | +10,981.5% | -10,210.4% | +431.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling