+5.1%
GNRC vs ULTA
+6.6%
-1.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +1.9% | +9.0% | -7.1% | -0.2% |
| 30D | -13.8% | +4.6% | -18.4% | -14.6% |
| 3M | -32.6% | +22.0% | -54.6% | -36.0% |
| 6M | -15.2% | -14.7% | -0.5% | -10.9% |
| YTD | +37.4% | -6.8% | +44.1% | +43.0% |
| 1Y | +5.1% | +6.5% | -1.4% | +5.1% |
| All | +5.1% | +6.6% | -1.5% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling