+61.5%
GNRC vs ULTA
+31.2%
+30.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.3% |
| 7D | -0.2% | -3.1% | +2.9% | +0.7% |
| 30D | -15.7% | +2.8% | -18.5% | -16.4% |
| 3M | -27.3% | +14.8% | -42.1% | -30.4% |
| 6M | -12.1% | -16.2% | +4.2% | -8.0% |
| YTD | +37.1% | -9.6% | +46.7% | +40.7% |
| 1Y | -0.5% | +4.8% | -5.2% | -2.6% |
| 3Y | +61.5% | +30.7% | +30.8% | +35.7% |
| All | +61.5% | +31.2% | +30.3% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling