+238.0%
GM vs ULTA
+1,640.9%
-1,402.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.3% |
| 7D | -2.4% | -3.1% | +0.6% | -1.4% |
| 30D | -1.1% | +2.8% | -3.9% | -2.2% |
| 3M | +6.1% | +14.8% | -8.6% | +0.8% |
| 6M | +15.0% | -16.2% | +31.2% | +20.6% |
| YTD | +6.0% | -9.6% | +15.6% | +8.0% |
| 1Y | +47.1% | +4.8% | +42.3% | +41.8% |
| 3Y | +170.5% | +30.7% | +139.8% | +133.2% |
| 5Y | +80.5% | +45.9% | +34.6% | +47.9% |
| 10Y | +238.7% | +129.0% | +109.7% | +121.6% |
| All | +238.0% | +1,640.9% | -1,402.8% | +23.0% |
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