+219.4%
GLDM vs ULTA
+166.0%
+53.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +4.7% | +0.7% | +4.0% | +4.7% |
| 30D | -0.9% | +18.2% | -19.1% | -1.0% |
| 3M | -4.3% | +19.7% | -24.0% | -4.5% |
| 6M | -13.4% | +20.5% | -33.9% | -13.6% |
| YTD | -5.8% | +6.6% | -12.4% | -6.0% |
| 1Y | +2.1% | +26.5% | -24.4% | +1.8% |
| 3Y | +105.0% | +67.0% | +38.0% | +103.9% |
| 5Y | +122.5% | +64.5% | +58.0% | +121.3% |
| All | +219.4% | +166.0% | +53.4% | +209.2% |
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 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