+98.7%
GLDM vs ULTA
+69.8%
+28.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -4.6% | +2.5% | -7.1% | -4.7% |
| 30D | -5.5% | +11.5% | -17.0% | -5.7% |
| 3M | -10.9% | +28.1% | -39.0% | -11.4% |
| 6M | -17.3% | +34.2% | -51.6% | -17.9% |
| YTD | -10.2% | +9.2% | -19.4% | -10.6% |
| 1Y | -6.9% | +23.7% | -30.7% | -7.6% |
| 3Y | +98.7% | +69.2% | +29.5% | +91.9% |
| All | +98.7% | +69.8% | +28.9% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling