+7.6%
GD vs ULTA
+23.0%
-15.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +2.7% | +2.5% | +0.2% | +2.5% |
| 30D | +8.6% | +11.5% | -2.9% | +8.1% |
| 3M | -7.1% | +28.1% | -35.2% | -8.0% |
| 6M | +7.5% | +34.2% | -26.8% | +6.3% |
| YTD | +9.9% | +9.2% | +0.7% | +9.6% |
| 1Y | +7.6% | +23.7% | -16.2% | +8.7% |
| All | +7.6% | +23.0% | -15.4% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling