+249.6%
GDX vs ULTA
+31.2%
+218.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | -2.2% | -3.1% | +0.9% | -1.8% |
| 30D | +6.8% | +2.8% | +4.0% | +6.4% |
| 3M | +24.9% | +14.8% | +10.2% | +23.1% |
| 6M | -4.2% | -16.2% | +12.0% | -2.8% |
| YTD | +13.2% | -9.6% | +22.8% | +14.3% |
| 1Y | +40.2% | +4.8% | +35.4% | +40.3% |
| 3Y | +249.6% | +30.7% | +218.9% | +227.9% |
| All | +249.6% | +31.2% | +218.4% | +227.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling