+42.5%
GS vs ULTA
+5.8%
+36.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +0.2% | -2.8% | +3.0% | +0.6% |
| 3M | -0.3% | +18.7% | -19.0% | -2.6% |
| 6M | +27.4% | -15.0% | +42.4% | +32.1% |
| YTD | +19.6% | -9.2% | +28.9% | +23.0% |
| 1Y | +42.5% | +5.7% | +36.8% | +43.9% |
| All | +42.5% | +5.8% | +36.6% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling