+97.2%
GD vs ULTA
+47.1%
+50.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.9% |
| 7D | -5.3% | +9.0% | -14.3% | -6.3% |
| 30D | -6.4% | +4.6% | -11.0% | -7.0% |
| 3M | +5.7% | +22.0% | -16.3% | +2.9% |
| 6M | -0.9% | -14.7% | +13.8% | +0.7% |
| YTD | +8.2% | -6.8% | +14.9% | +8.6% |
| 1Y | +13.4% | +6.5% | +6.9% | +11.6% |
| 3Y | +68.5% | +35.6% | +32.9% | +56.9% |
| All | +97.2% | +47.1% | +50.1% | +76.2% |
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