+174.0%
GD vs ULTA
+178.8%
-4.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.9% | +4.6% | -6.5% | -2.8% |
| 30D | +10.9% | +16.5% | -5.6% | +7.5% |
| 3M | -6.8% | +21.1% | -27.9% | -10.5% |
| 6M | +7.0% | +27.4% | -20.4% | +1.3% |
| YTD | +11.1% | +9.8% | +1.3% | +7.9% |
| 1Y | +7.0% | +28.6% | -21.6% | +0.2% |
| 3Y | +59.9% | +70.5% | -10.6% | +36.8% |
| 5Y | +102.5% | +69.8% | +32.7% | +69.1% |
| 10Y | +174.0% | +180.8% | -6.8% | +95.8% |
| All | +174.0% | +178.8% | -4.8% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling