+511.0%
GD vs ULTA
+1,628.6%
-1,117.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.0% |
| 7D | -5.3% | +9.0% | -14.3% | -6.8% |
| 30D | -6.4% | +4.6% | -11.0% | -7.3% |
| 3M | +5.7% | +22.0% | -16.3% | +1.7% |
| 6M | -0.9% | -14.7% | +13.8% | +1.2% |
| YTD | +8.2% | -6.8% | +14.9% | +8.6% |
| 1Y | +13.4% | +6.5% | +6.9% | +10.8% |
| 3Y | +68.5% | +35.6% | +32.9% | +54.0% |
| 5Y | +97.2% | +47.6% | +49.5% | +74.0% |
| 10Y | +190.2% | +128.9% | +61.3% | +122.8% |
| All | +511.0% | +1,628.6% | -1,117.6% | +170.5% |
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