-55.2%
GLXY vs ULTA
+27.7%
-82.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.1% | -21.1% | -16.8% |
| 7D | -26.8% | +6.7% | -33.5% | -26.7% |
| 30D | -38.3% | +21.7% | -60.1% | -38.5% |
| 3M | -36.9% | +21.5% | -58.4% | -36.9% |
| 6M | -52.1% | +27.5% | -79.7% | -51.9% |
| YTD | -37.5% | +9.2% | -46.7% | -38.1% |
| 1Y | -55.2% | +27.9% | -83.1% | -54.8% |
| All | -55.2% | +27.7% | -82.9% | -54.8% |
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 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