+225.3%
GLDM vs ULTA
+174.4%
+50.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.8% |
| 7D | +5.0% | +4.3% | +0.6% | +4.9% |
| 30D | -1.3% | +16.6% | -17.9% | -1.5% |
| 3M | -4.7% | +17.7% | -22.4% | -4.9% |
| 6M | -12.4% | +27.5% | -39.9% | -12.6% |
| YTD | -4.1% | +9.9% | -14.0% | -4.2% |
| 1Y | +3.3% | +28.5% | -25.1% | +3.0% |
| 3Y | +110.9% | +71.1% | +39.9% | +109.8% |
| 5Y | +124.8% | +68.3% | +56.4% | +123.5% |
| All | +225.3% | +174.4% | +50.9% | +214.9% |
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