-17.4%
GIS vs ULTA
+27.7%
-45.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +4.6% |
| 7D | +8.5% | +6.7% | +1.8% | +7.5% |
| 30D | +15.3% | +21.7% | -6.4% | +12.8% |
| 3M | +0.9% | +21.5% | -20.5% | -1.4% |
| 6M | +7.9% | +27.5% | -19.6% | +4.2% |
| YTD | -17.6% | +9.2% | -26.8% | -20.9% |
| 1Y | -17.4% | +27.9% | -45.2% | -21.8% |
| All | -17.4% | +27.7% | -45.1% | -21.8% |
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