+632.4%
GEV vs ULTA
+6.0%
+626.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.2% |
| 7D | +1.6% | -3.1% | +4.7% | +2.3% |
| 30D | -7.9% | +2.8% | -10.7% | -8.6% |
| 3M | +5.6% | +14.8% | -9.1% | +1.8% |
| 6M | +13.1% | -16.2% | +29.3% | +17.7% |
| YTD | +46.7% | -9.6% | +56.4% | +49.8% |
| 1Y | +51.3% | +4.8% | +46.5% | +48.1% |
| All | +632.4% | +6.0% | +626.4% | +605.4% |
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 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