+18.2%
GLD vs ULTA
+5.1%
+13.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | -3.4% | -3.9% | +0.5% | -3.2% |
| 30D | -1.1% | -1.1% | -0.1% | -1.0% |
| 3M | +5.8% | +13.8% | -8.0% | +5.4% |
| 6M | -17.1% | -17.2% | +0.2% | -17.1% |
| YTD | 0.0% | -11.5% | +11.5% | +0.1% |
| 1Y | +18.2% | +3.9% | +14.3% | +18.7% |
| All | +18.2% | +5.1% | +13.1% | +18.7% |
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