+504.8%
GD vs ULTA
+1,875.7%
-1,370.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 3M | -8.0% | +19.7% | -27.7% | -11.2% |
| 6M | +2.9% | +20.5% | -17.6% | -1.0% |
| YTD | +7.1% | +6.6% | +0.5% | +4.9% |
| 1Y | +5.9% | +26.5% | -20.5% | +0.3% |
| 3Y | +53.9% | +67.0% | -13.2% | +35.3% |
| 5Y | +95.4% | +64.5% | +30.9% | +69.4% |
| 10Y | +193.5% | +182.6% | +10.9% | +117.3% |
| All | +504.8% | +1,875.7% | -1,370.8% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling