-12.1%
GNRC vs ULTA
-15.4%
+3.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.5% |
| 7D | -0.2% | -3.1% | +2.9% | +0.4% |
| 30D | -15.7% | +2.8% | -18.5% | -15.9% |
| 3M | -27.3% | +14.8% | -42.1% | -29.0% |
| 6M | -12.1% | -16.2% | +4.2% | -7.1% |
| All | -12.1% | -15.4% | +3.3% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling