+190.6%
GD vs ULTA
+124.2%
+66.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.3% |
| 7D | -3.5% | +0.7% | -4.1% | -3.6% |
| 30D | -9.0% | -2.8% | -6.2% | -8.7% |
| 3M | +5.1% | +18.7% | -13.6% | +1.1% |
| 6M | -1.0% | -15.0% | +14.0% | +1.5% |
| YTD | +7.3% | -9.2% | +16.5% | +8.4% |
| 1Y | +12.4% | +5.7% | +6.8% | +9.6% |
| 3Y | +73.7% | +32.8% | +40.9% | +56.7% |
| 5Y | +93.8% | +46.0% | +47.8% | +66.3% |
| 10Y | +190.6% | +125.5% | +65.1% | +109.8% |
| All | +190.6% | +124.2% | +66.3% | +109.8% |
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