+165.2%
GD vs ULTA
+174.9%
-9.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +2.7% | +2.5% | +0.2% | +2.2% |
| 30D | +8.6% | +11.5% | -2.9% | +6.2% |
| 3M | -7.1% | +28.1% | -35.2% | -11.8% |
| 6M | +7.5% | +34.2% | -26.8% | +0.7% |
| YTD | +9.9% | +9.2% | +0.7% | +6.9% |
| 1Y | +7.6% | +23.7% | -16.2% | +1.5% |
| 3Y | +56.2% | +69.2% | -13.0% | +33.8% |
| 5Y | +100.6% | +66.6% | +34.0% | +68.4% |
| All | +165.2% | +174.9% | -9.7% | +90.0% |
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