+145.9%
GLDM vs ULTA
+47.1%
+98.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -0.5% | +9.0% | -9.5% | -0.6% |
| 30D | +4.4% | +4.6% | -0.2% | +4.4% |
| 3M | -1.1% | +22.0% | -23.0% | -1.2% |
| 6M | -13.7% | -14.7% | +1.0% | -13.7% |
| YTD | +2.8% | -6.8% | +9.5% | +2.7% |
| 1Y | +24.8% | +6.5% | +18.3% | +24.8% |
| 3Y | +127.8% | +35.6% | +92.2% | +127.4% |
| All | +145.9% | +47.1% | +98.8% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling