+5.8%
GD vs ULTA
+23.6%
-17.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +9.2% | +12.4% | -3.2% | +8.7% |
| 3M | -7.5% | +22.4% | -29.8% | -8.2% |
| 6M | +5.8% | +28.9% | -23.1% | +4.8% |
| YTD | +9.8% | +7.6% | +2.2% | +9.6% |
| 1Y | +5.8% | +21.6% | -15.8% | +6.8% |
| All | +5.8% | +23.6% | -17.9% | +6.8% |
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 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