+220.4%
GDXJ vs ULTA
+44.7%
+175.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -2.8% | -3.1% | +0.3% | -2.3% |
| 30D | +5.0% | +2.8% | +2.2% | +4.5% |
| 3M | +24.1% | +14.8% | +9.3% | +21.3% |
| 6M | -7.4% | -16.2% | +8.9% | -5.2% |
| YTD | +10.2% | -9.6% | +19.8% | +11.6% |
| 1Y | +42.5% | +4.8% | +37.8% | +41.4% |
| 3Y | +285.7% | +30.7% | +255.0% | +260.6% |
| All | +220.4% | +44.7% | +175.8% | +198.4% |
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