+54.8%
GDX vs ULTA
+6.6%
+48.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | -0.4% | +9.0% | -9.4% | -2.3% |
| 30D | +18.6% | +4.6% | +14.0% | +17.6% |
| 3M | +14.9% | +22.0% | -7.1% | +10.2% |
| 6M | -6.3% | -14.7% | +8.4% | -3.0% |
| YTD | +15.7% | -6.8% | +22.5% | +18.9% |
| 1Y | +54.8% | +6.5% | +48.3% | +61.2% |
| All | +54.8% | +6.6% | +48.2% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling