+339.2%
GLW vs ULTA
+69.8%
+269.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.5% |
| 7D | +7.7% | +2.5% | +5.3% | +7.4% |
| 30D | -18.8% | +11.5% | -30.4% | -20.1% |
| 3M | -27.7% | +28.1% | -55.9% | -30.4% |
| 6M | -44.4% | +34.2% | -78.7% | -46.9% |
| YTD | +31.3% | +9.2% | +22.1% | +29.6% |
| 1Y | +40.0% | +23.7% | +16.3% | +34.6% |
| 3Y | +339.2% | +69.2% | +270.1% | +273.8% |
| All | +339.2% | +69.8% | +269.5% | +273.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling