+317.0%
GPN vs ULTA
+1,541.3%
-1,224.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | -3.5% | -3.9% | +0.3% | -2.6% |
| 30D | +3.1% | -1.1% | +4.2% | +3.2% |
| 3M | +42.3% | +13.8% | +28.5% | +37.5% |
| 6M | +20.9% | -17.2% | +38.1% | +25.7% |
| YTD | +15.2% | -11.5% | +26.7% | +17.6% |
| 1Y | +5.4% | +3.9% | +1.5% | +3.1% |
| 3Y | -27.4% | +29.5% | -56.9% | -34.0% |
| 5Y | -44.2% | +42.9% | -87.1% | -51.1% |
| 10Y | +27.4% | +124.4% | -97.0% | -4.8% |
| All | +317.0% | +1,541.3% | -1,224.3% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling