+74.4%
GD vs ULTA
+38.5%
+35.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.9% |
| 7D | -5.3% | +9.0% | -14.3% | -6.1% |
| 30D | -6.4% | +4.6% | -11.0% | -6.9% |
| 3M | +5.7% | +22.0% | -16.3% | +3.4% |
| 6M | -0.9% | -14.7% | +13.8% | +0.5% |
| YTD | +8.2% | -6.8% | +14.9% | +8.6% |
| 1Y | +13.4% | +6.5% | +6.9% | +12.0% |
| All | +74.4% | +38.5% | +35.9% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling