-2.7%
GFS vs ULTA
+48.1%
-50.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.8% |
| 7D | +2.6% | +0.7% | +2.0% | +2.3% |
| 30D | -16.4% | -2.8% | -13.6% | -15.6% |
| 3M | -41.6% | +18.7% | -60.3% | -46.2% |
| 6M | -3.7% | -15.0% | +11.3% | +1.9% |
| YTD | +29.3% | -9.2% | +38.5% | +32.5% |
| 1Y | +37.1% | +5.7% | +31.5% | +30.6% |
| 3Y | -22.1% | +32.8% | -54.9% | -37.7% |
| All | -2.7% | +48.1% | -50.8% | -31.7% |
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 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