+93.8%
GD vs ULTA
+64.6%
+29.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -5.0% | +0.7% | -5.6% | -5.1% |
| 30D | +8.9% | +18.2% | -9.3% | +6.6% |
| 3M | -8.0% | +19.7% | -27.7% | -10.2% |
| 6M | +2.9% | +20.5% | -17.6% | +0.2% |
| YTD | +7.1% | +6.6% | +0.5% | +5.7% |
| 1Y | +5.9% | +26.5% | -20.5% | +1.9% |
| 3Y | +53.9% | +67.0% | -13.2% | +38.7% |
| All | +93.8% | +64.6% | +29.2% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling