+147.8%
GIS vs ULTA
+1,560.4%
-1,412.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -8.6% | -1.8% | -6.8% | -8.5% |
| 30D | -0.5% | -1.2% | +0.8% | -0.4% |
| 3M | +11.9% | +13.4% | -1.5% | +10.9% |
| 6M | -11.6% | -15.6% | +4.0% | -10.8% |
| YTD | -16.3% | -10.4% | -5.9% | -16.0% |
| 1Y | -21.8% | +5.5% | -27.2% | -22.3% |
| 3Y | -35.7% | +31.0% | -66.6% | -37.5% |
| 5Y | -22.9% | +41.8% | -64.7% | -25.9% |
| 10Y | -16.8% | +127.0% | -143.8% | -24.7% |
| All | +147.8% | +1,560.4% | -1,412.6% | +81.5% |
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