-0.8%
GFS vs ULTA
+44.5%
-45.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.5% |
| 7D | +3.2% | -3.9% | +7.1% | +4.9% |
| 30D | -9.6% | -1.1% | -8.5% | -9.6% |
| 3M | -38.5% | +13.8% | -52.3% | -42.3% |
| 6M | -1.3% | -17.2% | +15.9% | +5.6% |
| YTD | +31.8% | -11.5% | +43.3% | +36.4% |
| 1Y | +44.6% | +3.9% | +40.6% | +38.5% |
| 3Y | -20.6% | +29.5% | -50.1% | -35.8% |
| All | -0.8% | +44.5% | -45.3% | -29.7% |
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 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