+650.5%
GS vs ULTA
+122.7%
+527.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +2.4% | -1.8% | +4.2% | +3.0% |
| 30D | -0.1% | -1.2% | +1.2% | +0.1% |
| 3M | +0.2% | +13.4% | -13.2% | -4.3% |
| 6M | +24.8% | -15.6% | +40.4% | +30.0% |
| YTD | +18.8% | -10.4% | +29.2% | +21.2% |
| 1Y | +37.3% | +5.5% | +31.9% | +32.3% |
| 3Y | +237.9% | +31.0% | +206.9% | +191.9% |
| 5Y | +187.0% | +41.8% | +145.2% | +133.9% |
| 10Y | +650.5% | +127.0% | +523.5% | +375.0% |
| All | +650.5% | +122.7% | +527.8% | +375.0% |
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 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