+206.1%
GLD vs ULTA
+174.9%
+31.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -4.6% | +2.5% | -7.0% | -4.6% |
| 30D | -5.5% | +11.5% | -17.0% | -5.6% |
| 3M | -10.9% | +28.1% | -39.0% | -11.1% |
| 6M | -17.4% | +34.2% | -51.7% | -17.6% |
| YTD | -10.3% | +9.2% | -19.5% | -10.4% |
| 1Y | -7.2% | +23.7% | -30.9% | -7.4% |
| 3Y | +96.9% | +69.2% | +27.7% | +96.1% |
| 5Y | +103.8% | +66.6% | +37.1% | +102.9% |
| All | +206.1% | +174.9% | +31.3% | +200.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling