+27.2%
GFS vs ULTA
+23.0%
+4.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.0% |
| 7D | +7.4% | +2.5% | +4.9% | +6.8% |
| 30D | -15.3% | +11.5% | -26.8% | -17.4% |
| 3M | -21.1% | +28.1% | -49.2% | -25.8% |
| 6M | -44.5% | +34.2% | -78.7% | -48.1% |
| YTD | +19.2% | +9.2% | +10.0% | +16.3% |
| 1Y | +27.2% | +23.7% | +3.5% | +20.0% |
| All | +27.2% | +23.0% | +4.3% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling