-43.7%
GPN vs ULTA
+44.7%
-88.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.7% |
| 7D | -4.3% | -3.1% | -1.2% | -3.4% |
| 30D | 0.0% | +2.8% | -2.8% | -1.1% |
| 3M | +35.8% | +14.8% | +21.0% | +29.3% |
| 6M | +22.0% | -16.2% | +38.2% | +27.8% |
| YTD | +15.2% | -9.6% | +24.8% | +17.1% |
| 1Y | +3.5% | +4.8% | -1.3% | -0.5% |
| 3Y | -26.9% | +30.7% | -57.6% | -37.7% |
| All | -43.7% | +44.7% | -88.3% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling