+242.5%
GLDM vs ULTA
+126.6%
+115.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.7% |
| 7D | +0.7% | +0.7% | +0.1% | +0.7% |
| 30D | +0.3% | -2.8% | +3.1% | +0.4% |
| 3M | +0.7% | +18.7% | -18.0% | +0.5% |
| 6M | -15.4% | -15.0% | -0.4% | -15.4% |
| YTD | +1.0% | -9.2% | +10.2% | +1.0% |
| 1Y | +19.7% | +5.7% | +14.1% | +19.6% |
| 3Y | +126.5% | +32.8% | +93.7% | +125.8% |
| 5Y | +142.5% | +46.0% | +96.5% | +141.5% |
| All | +242.5% | +126.6% | +115.9% | +232.2% |
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