+204.3%
GLDM vs ULTA
+168.6%
+35.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | -7.0% | +12.4% | -19.4% | -7.1% |
| 3M | -12.3% | +22.4% | -34.7% | -12.5% |
| 6M | -17.9% | +28.9% | -46.8% | -18.1% |
| YTD | -10.3% | +7.6% | -17.9% | -10.4% |
| 1Y | -7.8% | +21.6% | -29.4% | -8.0% |
| 3Y | +99.5% | +67.0% | +32.4% | +98.4% |
| 5Y | +106.5% | +64.2% | +42.3% | +105.3% |
| All | +204.3% | +168.6% | +35.7% | +194.6% |
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