-25.7%
GIS vs ULTA
+44.7%
-70.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -6.4% | -3.1% | -3.3% | -6.1% |
| 30D | -6.1% | +2.8% | -8.9% | -6.3% |
| 3M | +7.8% | +14.8% | -6.9% | +6.6% |
| 6M | -8.8% | -16.2% | +7.4% | -8.1% |
| YTD | -19.1% | -9.6% | -9.5% | -19.0% |
| 1Y | -24.8% | +4.8% | -29.5% | -25.6% |
| 3Y | -37.6% | +30.7% | -68.2% | -39.7% |
| All | -25.7% | +44.7% | -70.3% | -30.0% |
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 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