-36.9%
GLXY vs ULTA
+59.7%
-96.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.4% |
| 7D | +5.3% | +2.5% | +2.8% | +5.1% |
| 30D | -19.8% | +11.5% | -31.3% | -20.6% |
| 3M | -31.4% | +28.1% | -59.5% | -33.1% |
| 6M | -53.3% | +34.2% | -87.6% | -54.6% |
| YTD | -35.7% | +9.2% | -44.9% | -36.7% |
| 1Y | -47.2% | +23.7% | -71.0% | -48.9% |
| All | -36.9% | +59.7% | -96.7% | -33.8% |
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