+435.3%
GNRC vs ULTA
+132.3%
+303.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.2% |
| 7D | -0.2% | -3.1% | +2.9% | +0.9% |
| 30D | -15.7% | +2.8% | -18.5% | -16.7% |
| 3M | -27.3% | +14.8% | -42.1% | -31.1% |
| 6M | -12.1% | -16.2% | +4.2% | -7.6% |
| YTD | +37.1% | -9.6% | +46.7% | +40.5% |
| 1Y | -0.5% | +4.8% | -5.2% | -3.7% |
| 3Y | +61.5% | +30.7% | +30.8% | +39.5% |
| 5Y | -58.6% | +45.9% | -104.4% | -65.1% |
| All | +435.3% | +132.3% | +303.0% | +270.7% |
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