+851.8%
GLW vs ULTA
+132.3%
+719.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | +7.8% | -3.1% | +10.9% | +8.7% |
| 30D | -0.4% | +2.8% | -3.2% | -1.5% |
| 3M | -5.6% | +14.8% | -20.3% | -9.8% |
| 6M | +26.7% | -16.2% | +42.9% | +31.7% |
| YTD | +91.0% | -9.6% | +100.7% | +93.8% |
| 1Y | +122.4% | +4.8% | +117.6% | +114.7% |
| 3Y | +471.0% | +30.7% | +440.3% | +397.6% |
| 5Y | +385.6% | +45.9% | +339.8% | +298.5% |
| All | +851.8% | +132.3% | +719.5% | +536.8% |
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