+215.1%
GDXJ vs ULTA
+132.3%
+82.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | -2.8% | -3.1% | +0.3% | -2.4% |
| 30D | +5.0% | +2.8% | +2.2% | +4.5% |
| 3M | +24.1% | +14.8% | +9.3% | +21.7% |
| 6M | -7.4% | -16.2% | +8.9% | -5.5% |
| YTD | +10.2% | -9.6% | +19.8% | +11.4% |
| 1Y | +42.5% | +4.8% | +37.8% | +41.2% |
| 3Y | +285.7% | +30.7% | +255.0% | +265.2% |
| 5Y | +231.9% | +45.9% | +186.0% | +207.0% |
| All | +215.1% | +132.3% | +82.8% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling