-18.0%
GIS vs ULTA
+6.6%
-24.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.7% | -2.6% |
| 7D | -7.8% | +9.0% | -16.9% | -8.5% |
| 30D | +6.6% | +4.6% | +2.0% | +6.0% |
| 3M | +21.0% | +22.0% | -1.0% | +19.0% |
| 6M | -9.1% | -14.7% | +5.6% | -10.9% |
| YTD | -13.6% | -6.8% | -6.9% | -15.4% |
| 1Y | -18.0% | +6.5% | -24.6% | -20.7% |
| All | -18.0% | +6.6% | -24.7% | -20.7% |
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 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