+231.1%
GM vs ULTA
+132.3%
+98.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.4% |
| 7D | -2.4% | -3.1% | +0.6% | -1.3% |
| 30D | -1.1% | +2.8% | -3.9% | -2.4% |
| 3M | +6.1% | +14.8% | -8.6% | -0.1% |
| 6M | +15.0% | -16.2% | +31.2% | +21.5% |
| YTD | +6.0% | -9.6% | +15.6% | +8.2% |
| 1Y | +47.1% | +4.8% | +42.3% | +40.6% |
| 3Y | +170.5% | +30.7% | +139.8% | +125.3% |
| 5Y | +80.5% | +45.9% | +34.6% | +40.4% |
| All | +231.1% | +132.3% | +98.8% | +92.6% |
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