+226.7%
GDX vs ULTA
+39.1%
+187.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.3% |
| 7D | -5.4% | -3.9% | -1.5% | -5.0% |
| 30D | +6.6% | -1.1% | +7.6% | +6.7% |
| 3M | +30.1% | +13.8% | +16.3% | +28.1% |
| 6M | -7.1% | -17.2% | +10.1% | -5.4% |
| YTD | +12.0% | -11.5% | +23.4% | +13.3% |
| 1Y | +41.2% | +3.9% | +37.3% | +40.7% |
| 3Y | +251.0% | +29.5% | +221.5% | +236.0% |
| 5Y | +226.7% | +42.9% | +183.8% | +216.0% |
| All | +226.7% | +39.1% | +187.6% | +216.0% |
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