+795.3%
GSK vs DLTR
+11,640.8%
-10,845.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -1.8% | +2.5% | -4.3% | -2.1% |
| 30D | -2.2% | +2.1% | -4.2% | -2.4% |
| 3M | -1.8% | +20.3% | -22.1% | -3.9% |
| 6M | -10.6% | +11.5% | -22.1% | -12.1% |
| YTD | +4.4% | +6.8% | -2.4% | +3.1% |
| 1Y | +30.4% | +31.1% | -0.7% | +25.6% |
| 3Y | +60.1% | +10.7% | +49.4% | +54.0% |
| 5Y | +46.8% | +41.6% | +5.2% | +34.5% |
| 10Y | +79.2% | +58.1% | +21.1% | +57.8% |
| All | +795.3% | +11,640.8% | -10,845.5% | +442.3% |
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 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