+18.6%
GLXY vs ULTA
+32.8%
-14.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.4% | +3.0% |
| 7D | +15.5% | +0.7% | +14.8% | +15.3% |
| 30D | +34.1% | -2.8% | +36.9% | +34.8% |
| 3M | -11.3% | +18.7% | -30.0% | -12.7% |
| 6M | +31.6% | -15.0% | +46.6% | +33.7% |
| YTD | +21.0% | -9.2% | +30.2% | +21.4% |
| 1Y | +11.7% | +5.7% | +6.0% | +9.8% |
| All | +18.6% | +32.8% | -14.2% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling