+606.9%
GEV vs ULTA
+3.9%
+603.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.6% |
| 7D | -1.9% | -3.9% | +2.0% | -1.1% |
| 30D | -8.7% | -1.1% | -7.6% | -8.6% |
| 3M | +6.6% | +13.8% | -7.2% | +2.9% |
| 6M | +10.2% | -17.2% | +27.5% | +15.0% |
| YTD | +41.6% | -11.5% | +53.1% | +45.2% |
| 1Y | +43.9% | +3.9% | +40.0% | +40.9% |
| All | +606.9% | +3.9% | +603.0% | +583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling