+7.0%
GLXY vs ULTA
+32.2%
-25.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | -7.3% | -3.1% | -4.3% | -7.0% |
| 30D | +15.7% | +2.8% | +13.0% | +15.5% |
| 3M | -26.7% | +14.8% | -41.4% | -27.5% |
| 6M | +13.7% | -16.2% | +29.9% | +15.8% |
| YTD | +9.1% | -9.6% | +18.7% | +9.6% |
| 1Y | -15.5% | +4.8% | -20.3% | -16.8% |
| All | +7.0% | +32.2% | -25.2% | +14.7% |
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