+122.4%
GLW vs ULTA
+5.8%
+116.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +2.0% |
| 7D | +7.8% | -3.1% | +10.9% | +7.9% |
| 30D | -0.4% | +2.8% | -3.2% | -0.2% |
| 3M | -5.6% | +14.8% | -20.3% | -5.6% |
| 6M | +26.7% | -16.2% | +42.9% | +30.4% |
| YTD | +91.0% | -9.6% | +100.7% | +95.2% |
| 1Y | +122.4% | +4.8% | +117.6% | +128.6% |
| All | +122.4% | +5.8% | +116.6% | +128.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling