-2.4%
GFS vs ULTA
+52.2%
-54.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.0% |
| 7D | +1.0% | +9.0% | -8.0% | -2.6% |
| 30D | -8.6% | +4.6% | -13.2% | -10.5% |
| 3M | -46.5% | +22.0% | -68.5% | -51.4% |
| 6M | -4.8% | -14.7% | +9.9% | +0.6% |
| YTD | +29.7% | -6.8% | +36.4% | +31.4% |
| 1Y | +35.8% | +6.5% | +29.3% | +29.0% |
| 3Y | -18.3% | +35.6% | -53.9% | -35.1% |
| All | -2.4% | +52.2% | -54.6% | -32.3% |
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