+248.5%
GLDM vs ULTA
+132.8%
+115.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| YTD | +2.8% | -6.8% | +9.5% | +2.7% |
| 1Y | +24.8% | +6.5% | +18.3% | +24.7% |
| 3Y | +127.8% | +35.6% | +92.2% | +127.0% |
| 5Y | +141.1% | +47.6% | +93.5% | +140.1% |
| All | +248.5% | +132.8% | +115.7% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling